+1,699.0%
D vs M
+396.5%
+1,302.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | +0.4% | +4.7% | -4.3% | 0.0% |
| 30D | -3.6% | -9.6% | +6.1% | -2.6% |
| 3M | -1.0% | +0.9% | -1.8% | -1.3% |
| 6M | +6.3% | +22.3% | -16.0% | +3.8% |
| YTD | +14.7% | +6.5% | +8.2% | +13.4% |
| 1Y | +16.9% | +38.8% | -21.8% | +12.4% |
| 3Y | +56.8% | +115.9% | -59.1% | +40.8% |
| 5Y | +5.2% | +28.6% | -23.4% | -4.3% |
| 10Y | +35.9% | -2.5% | +38.4% | +15.1% |
| All | +1,699.0% | +396.5% | +1,302.5% | +1,110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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