+64.8%
BE vs D
+16.5%
+48.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.5% | +13.4% | +12.7% |
| 7D | +4.5% | -2.4% | +6.9% | +3.2% |
| 30D | -20.1% | +9.0% | -29.1% | -16.2% |
| 3M | -0.8% | +1.0% | -1.8% | +0.8% |
| 6M | -26.2% | +11.0% | -37.2% | -22.3% |
| YTD | +141.1% | +19.8% | +121.3% | +154.3% |
| 1Y | +64.8% | +16.0% | +48.9% | +76.4% |
| All | +64.8% | +16.5% | +48.4% | +76.4% |
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