+373.2%
BE vs D
+18.4%
+354.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.2% |
| 7D | +20.0% | +1.5% | +18.5% | +20.7% |
| 30D | +7.9% | -2.6% | +10.5% | +6.5% |
| 3M | -13.2% | 0.0% | -13.2% | -13.7% |
| 6M | +53.5% | +7.4% | +46.1% | +58.4% |
| YTD | +191.0% | +15.9% | +175.2% | +209.5% |
| All | +373.2% | +18.4% | +354.8% | +457.4% |
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