+138.0%
B vs D
+12.5%
+125.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +9.6% | +3.0% | +6.6% | +8.6% |
| 30D | +3.5% | +11.5% | -8.0% | -0.1% |
| 3M | -1.6% | +3.7% | -5.3% | -2.8% |
| 6M | -1.7% | +13.5% | -15.2% | -6.2% |
| YTD | -5.3% | +20.7% | -26.0% | -11.6% |
| 1Y | +27.2% | +18.2% | +9.0% | +19.5% |
| 3Y | +166.1% | +73.3% | +92.8% | +114.2% |
| All | +138.0% | +12.5% | +125.5% | +126.9% |
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 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