+911.5%
BE vs D
+33.3%
+878.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +7.8% |
| 7D | +20.0% | +0.4% | +19.5% | +19.8% |
| 30D | +7.9% | -3.6% | +11.5% | +9.1% |
| 3M | -13.2% | -1.0% | -12.2% | -13.4% |
| 6M | +53.5% | +6.3% | +47.2% | +49.2% |
| YTD | +191.0% | +14.7% | +176.3% | +174.5% |
| 1Y | +360.5% | +16.9% | +343.6% | +328.9% |
| 3Y | +1,568.0% | +56.8% | +1,511.2% | +1,272.1% |
| 5Y | +1,055.2% | +5.2% | +1,050.0% | +964.4% |
| All | +911.5% | +33.3% | +878.2% | +865.0% |
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