+51.3%
D vs P
+485.4%
-434.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | +1.5% | +6.5% | -5.1% | +1.3% |
| 30D | -2.6% | +18.8% | -21.4% | -3.1% |
| 3M | 0.0% | +26.7% | -26.7% | -0.8% |
| 6M | +7.4% | +62.2% | -54.8% | +5.4% |
| YTD | +15.9% | +48.5% | -32.6% | +13.9% |
| 1Y | +18.1% | +26.4% | -8.3% | +16.4% |
| 3Y | +58.4% | +159.4% | -101.0% | +48.3% |
| 5Y | +5.2% | +275.8% | -270.6% | -4.8% |
| 10Y | +35.9% | +732.0% | -696.2% | +14.8% |
| All | +51.3% | +485.4% | -434.1% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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