+135.2%
B vs D
+14.9%
+120.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +4.3% | +6.9% | -2.6% | +2.2% |
| 30D | -0.9% | +12.3% | -13.3% | -4.6% |
| 3M | -1.4% | +3.0% | -4.4% | -2.4% |
| 6M | +5.0% | +12.8% | -7.8% | +0.4% |
| YTD | -5.8% | +22.6% | -28.4% | -12.5% |
| 1Y | +25.6% | +21.7% | +3.9% | +16.8% |
| 3Y | +161.6% | +83.9% | +77.7% | +106.3% |
| 5Y | +135.2% | +14.0% | +121.3% | +124.9% |
| All | +135.2% | +14.9% | +120.3% | +124.9% |
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