+243.7%
D vs CAPR
-99.1%
+342.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +1.5% | -2.0% | +3.4% | +1.5% |
| 30D | -2.6% | +139.2% | -141.8% | -2.9% |
| 3M | 0.0% | -66.4% | +66.4% | +0.1% |
| 6M | +7.4% | -63.1% | +70.5% | +7.4% |
| YTD | +15.9% | -67.4% | +83.3% | +16.0% |
| 1Y | +18.1% | +58.2% | -40.1% | +16.7% |
| 3Y | +58.4% | +42.2% | +16.2% | +55.6% |
| 5Y | +5.2% | +87.3% | -82.1% | +3.0% |
| 10Y | +35.9% | -75.3% | +111.1% | +31.0% |
| All | +243.7% | -99.1% | +342.7% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CAPR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling