+714.7%
B vs D
+2,488.7%
-1,774.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +4.3% | +6.9% | -2.6% | +2.7% |
| 30D | -0.9% | +12.3% | -13.3% | -3.7% |
| 3M | -1.4% | +3.0% | -4.4% | -2.2% |
| 6M | +5.0% | +12.8% | -7.8% | +1.7% |
| YTD | -5.8% | +22.6% | -28.4% | -10.6% |
| 1Y | +25.6% | +21.7% | +3.9% | +19.3% |
| 3Y | +161.6% | +83.9% | +77.7% | +123.5% |
| 5Y | +135.2% | +14.0% | +121.3% | +123.1% |
| 10Y | +170.7% | +45.6% | +125.2% | +136.6% |
| All | +714.7% | +2,488.7% | -1,774.0% | +621.4% |
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 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