+27.0%
ALL vs D
+15.7%
+11.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -1.5% | -3.6% | +2.1% | -0.9% |
| 3M | +23.6% | -1.0% | +24.6% | +23.8% |
| 6M | +22.3% | +6.3% | +16.1% | +21.1% |
| YTD | +26.5% | +14.7% | +11.8% | +24.1% |
| 1Y | +27.0% | +16.9% | +10.1% | +23.8% |
| All | +27.0% | +15.7% | +11.3% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling