+216.9%
B vs D
+47.7%
+169.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -6.2% | -3.1% | -3.1% | -5.4% |
| 30D | -6.6% | +8.4% | -15.0% | -8.7% |
| 3M | -7.9% | +0.2% | -8.1% | -8.0% |
| 6M | -16.8% | +9.5% | -26.3% | -19.1% |
| YTD | -11.7% | +18.8% | -30.5% | -16.0% |
| 1Y | +3.5% | +14.7% | -11.2% | -0.8% |
| 3Y | +165.7% | +72.9% | +92.8% | +126.3% |
| 5Y | +108.4% | +13.1% | +95.3% | +96.1% |
| All | +216.9% | +47.7% | +169.3% | +146.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling