+41.6%
D vs P
+713.7%
-672.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.6% |
| 7D | +3.0% | -23.8% | +26.8% | +3.6% |
| 30D | +11.5% | -36.6% | +48.1% | +12.6% |
| 3M | +3.7% | +10.9% | -7.1% | +3.0% |
| 6M | +13.5% | +30.0% | -16.4% | +11.8% |
| YTD | +20.7% | +44.4% | -23.7% | +18.2% |
| 1Y | +18.2% | +3.9% | +14.3% | +17.0% |
| 3Y | +73.3% | +176.6% | -103.3% | +59.8% |
| 5Y | +12.3% | +249.3% | -237.0% | +0.5% |
| All | +41.6% | +713.7% | -672.1% | +16.2% |
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