+157.6%
ALL vs D
+14.3%
+143.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -0.1% | +2.4% | -2.5% | -1.0% |
| 30D | +13.8% | +10.9% | +2.9% | +9.7% |
| 3M | -2.8% | +2.8% | -5.6% | -3.8% |
| 6M | +23.7% | +12.7% | +11.0% | +18.2% |
| YTD | +27.3% | +20.3% | +7.0% | +18.4% |
| 1Y | +30.5% | +17.1% | +13.4% | +22.5% |
| 3Y | +113.0% | +75.1% | +37.9% | +72.4% |
| 5Y | +157.6% | +13.1% | +144.4% | +153.2% |
| All | +157.6% | +14.3% | +143.3% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling