+874.4%
BAX vs D
+2,450.0%
-1,575.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | +12.1% | +3.0% | +9.2% | +11.0% |
| 30D | +7.6% | +11.5% | -3.9% | +3.3% |
| 3M | -4.5% | +3.7% | -8.2% | -5.9% |
| 6M | +52.0% | +13.5% | +38.5% | +44.8% |
| YTD | +35.1% | +20.7% | +14.4% | +25.6% |
| 1Y | +43.7% | +18.2% | +25.5% | +34.5% |
| 3Y | -20.9% | +73.3% | -94.2% | -36.1% |
| 5Y | -63.5% | +12.3% | -75.8% | -66.0% |
| 10Y | -36.0% | +43.4% | -79.4% | -46.3% |
| All | +874.4% | +2,450.0% | -1,575.6% | +161.8% |
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