+49.1%
D vs P
+652.0%
-602.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | -1.4% | +11.6% | -13.0% | -1.6% |
| 30D | +7.7% | -23.7% | +31.4% | +8.4% |
| 3M | -0.3% | -8.0% | +7.7% | -0.4% |
| 6M | +10.1% | +27.9% | -17.8% | +8.6% |
| YTD | +19.1% | +61.2% | -42.1% | +16.2% |
| 1Y | +15.9% | +28.6% | -12.7% | +13.8% |
| 3Y | +75.0% | +200.5% | -125.5% | +60.8% |
| 5Y | +13.4% | +282.9% | -269.6% | +1.0% |
| All | +49.1% | +652.0% | -602.9% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling