+803.7%
B vs D
+2,347.4%
-1,543.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +9.4% | -3.6% | +13.0% | +10.4% |
| 3M | +5.0% | -1.0% | +6.0% | +5.1% |
| 6M | -3.5% | +6.3% | -9.8% | -5.2% |
| YTD | +4.5% | +14.7% | -10.3% | +0.8% |
| 1Y | +67.8% | +16.9% | +50.8% | +60.9% |
| 3Y | +196.7% | +56.8% | +139.9% | +163.2% |
| 5Y | +151.9% | +5.2% | +146.7% | +143.7% |
| 10Y | +202.2% | +35.9% | +166.3% | +168.9% |
| All | +803.7% | +2,347.4% | -1,543.7% | +711.9% |
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 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