+869.1%
BAX vs D
+2,488.7%
-1,619.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +9.1% | +6.9% | +2.2% | +6.5% |
| 30D | +5.3% | +12.3% | -7.0% | +0.9% |
| 3M | -6.1% | +3.0% | -9.1% | -7.3% |
| 6M | +53.3% | +12.8% | +40.5% | +46.3% |
| YTD | +34.4% | +22.6% | +11.9% | +24.3% |
| 1Y | +43.2% | +21.7% | +21.5% | +32.6% |
| 3Y | -20.1% | +83.9% | -104.1% | -36.8% |
| 5Y | -63.7% | +14.0% | -77.7% | -66.4% |
| 10Y | -36.3% | +45.6% | -81.9% | -46.9% |
| All | +869.1% | +2,488.7% | -1,619.5% | +159.0% |
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