+593.0%
BE vs D
+38.9%
+554.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.8% |
| 7D | -14.7% | +3.0% | -17.7% | -15.6% |
| 30D | -40.5% | +11.5% | -52.0% | -42.8% |
| 3M | -24.3% | +3.7% | -28.1% | -25.5% |
| 6M | -39.3% | +13.5% | -52.9% | -42.4% |
| YTD | +99.4% | +20.7% | +78.7% | +84.4% |
| 1Y | +26.6% | +18.2% | +8.3% | +17.6% |
| 3Y | +1,616.9% | +73.3% | +1,543.6% | +1,264.4% |
| 5Y | +441.4% | +12.3% | +429.1% | +388.0% |
| All | +593.0% | +38.9% | +554.1% | +550.1% |
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