+49.1%
BAX vs D
+16.4%
+32.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.6% | +2.4% | +1.3% | +2.9% |
| 30D | +8.5% | +10.9% | -2.4% | +4.8% |
| 3M | -4.9% | +2.8% | -7.7% | -5.7% |
| 6M | +47.0% | +12.7% | +34.3% | +41.7% |
| YTD | +38.4% | +20.3% | +18.1% | +31.2% |
| 1Y | +49.1% | +17.1% | +32.0% | +41.9% |
| All | +49.1% | +16.4% | +32.7% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling