+15.2%
D vs S
-67.4%
+82.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.5% |
| 7D | +3.0% | -13.4% | +16.4% | +3.1% |
| 30D | +11.5% | -14.0% | +25.5% | +11.7% |
| 3M | +3.7% | +4.9% | -1.1% | +3.6% |
| 6M | +13.5% | +42.0% | -28.5% | +12.8% |
| YTD | +20.7% | +45.1% | -24.4% | +19.8% |
| 1Y | +18.2% | +33.1% | -14.8% | +17.5% |
| 3Y | +73.3% | +40.6% | +32.7% | +70.2% |
| All | +15.2% | -67.4% | +82.6% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling