+186.7%
B vs D
+42.6%
+144.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +9.6% | +3.0% | +6.6% | +8.8% |
| 30D | +3.5% | +11.5% | -8.0% | +0.4% |
| 3M | -1.6% | +3.7% | -5.3% | -2.6% |
| 6M | -1.7% | +13.5% | -15.2% | -5.4% |
| YTD | -5.3% | +20.7% | -26.0% | -10.4% |
| 1Y | +27.2% | +18.2% | +9.0% | +20.9% |
| 3Y | +166.1% | +73.3% | +92.8% | +125.8% |
| 5Y | +136.5% | +12.3% | +124.2% | +122.7% |
| All | +186.7% | +42.6% | +144.1% | +137.9% |
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