+3,821.1%
ALL vs D
+1,399.2%
+2,421.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +4.2% | +6.9% | -2.7% | +1.0% |
| 30D | +18.9% | +12.3% | +6.6% | +12.5% |
| 3M | +1.2% | +3.0% | -1.8% | -0.4% |
| 6M | +23.2% | +12.8% | +10.4% | +15.8% |
| YTD | +30.0% | +22.6% | +7.4% | +17.0% |
| 1Y | +39.6% | +21.7% | +17.9% | +25.8% |
| 3Y | +115.2% | +83.9% | +31.3% | +56.1% |
| 5Y | +156.2% | +14.0% | +142.3% | +131.0% |
| 10Y | +398.0% | +45.6% | +352.4% | +280.1% |
| All | +3,821.1% | +1,399.2% | +2,421.8% | +918.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling