+875.9%
BAX vs D
+2,347.4%
-1,471.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | -1.1% | +0.4% | -1.6% | -1.3% |
| 30D | -5.5% | -3.6% | -1.9% | -4.3% |
| 3M | +33.5% | -1.0% | +34.5% | +34.0% |
| 6M | +35.9% | +6.3% | +29.6% | +32.6% |
| YTD | +35.4% | +14.7% | +20.6% | +28.4% |
| 1Y | +9.8% | +16.9% | -7.2% | +3.2% |
| 3Y | -32.7% | +56.8% | -89.5% | -43.8% |
| 5Y | -65.6% | +5.2% | -70.8% | -67.1% |
| 10Y | -34.9% | +35.9% | -70.8% | -44.3% |
| All | +875.9% | +2,347.4% | -1,471.5% | +166.6% |
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