+145.0%
ALL vs D
+12.5%
+132.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -3.9% |
| 7D | -1.9% | +3.0% | -4.9% | -2.9% |
| 30D | +13.8% | +11.5% | +2.3% | +9.5% |
| 3M | -7.0% | +3.7% | -10.7% | -8.3% |
| 6M | +18.0% | +13.5% | +4.5% | +12.5% |
| YTD | +24.2% | +20.7% | +3.5% | +15.4% |
| 1Y | +31.2% | +18.2% | +12.9% | +22.7% |
| 3Y | +107.5% | +73.3% | +34.2% | +68.7% |
| All | +145.0% | +12.5% | +132.5% | +138.8% |
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 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