+701.6%
BE vs D
+41.2%
+660.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.4% | -10.8% | -7.6% |
| 7D | -12.1% | +8.5% | -20.6% | -14.5% |
| 30D | -30.1% | +14.3% | -44.4% | -33.2% |
| 3M | -12.1% | +1.8% | -13.9% | -12.9% |
| 6M | -30.6% | +13.0% | -43.6% | -33.9% |
| YTD | +130.6% | +22.7% | +107.9% | +112.3% |
| 1Y | +55.3% | +22.6% | +32.7% | +42.5% |
| 3Y | +1,755.6% | +84.2% | +1,671.3% | +1,343.0% |
| 5Y | +564.5% | +15.8% | +548.7% | +493.9% |
| All | +701.6% | +41.2% | +660.4% | +648.5% |
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