+16.9%
D vs S
+38.4%
-21.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.6% | -0.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.9% |
| 30D | +10.7% | -10.5% | +21.2% | +10.4% |
| 3M | +2.3% | +9.9% | -7.6% | +2.8% |
| 6M | +12.5% | +41.8% | -29.3% | +14.7% |
| YTD | +20.1% | +56.8% | -36.7% | +23.4% |
| All | +16.9% | +38.4% | -21.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling