+20.5%
C vs D
+19.8%
+0.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.4% |
| 7D | -2.4% | +3.0% | -5.4% | -2.1% |
| 30D | -6.0% | +11.5% | -17.5% | -4.9% |
| 3M | -10.5% | +3.7% | -14.3% | -10.3% |
| 6M | -5.7% | +13.5% | -19.3% | -4.2% |
| YTD | +4.1% | +20.7% | -16.6% | +7.8% |
| 1Y | +20.5% | +18.2% | +2.3% | +24.1% |
| All | +20.5% | +19.8% | +0.7% | +24.1% |
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 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