+1,802.8%
D vs M
+425.5%
+1,377.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +0.4% |
| 7D | +6.9% | -2.1% | +9.1% | +7.1% |
| 30D | +12.3% | +7.7% | +4.6% | +11.5% |
| 3M | +3.0% | -4.4% | +7.4% | +3.3% |
| 6M | +12.8% | +27.5% | -14.7% | +9.7% |
| YTD | +22.6% | +12.8% | +9.8% | +20.3% |
| 1Y | +21.7% | +20.7% | +0.9% | +18.5% |
| 3Y | +83.9% | +111.3% | -27.4% | +65.4% |
| 5Y | +14.0% | -6.3% | +20.3% | +7.7% |
| 10Y | +45.6% | +1.5% | +44.1% | +22.8% |
| All | +1,802.8% | +425.5% | +1,377.3% | +1,171.9% |
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