+25.8%
C vs D
+16.5%
+9.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.5% |
| 7D | -0.4% | -2.4% | +2.0% | -0.6% |
| 30D | -5.3% | +9.0% | -14.3% | -4.5% |
| 3M | -8.0% | +1.0% | -9.0% | -8.1% |
| 6M | -0.3% | +11.0% | -11.2% | +0.9% |
| YTD | +8.6% | +19.8% | -11.1% | +12.3% |
| 1Y | +25.8% | +16.0% | +9.9% | +29.3% |
| All | +25.8% | +16.5% | +9.4% | +29.3% |
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