+6.7%
D vs S
-71.4%
+78.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +0.4% | -7.7% | +8.1% | +0.5% |
| 30D | -3.6% | -5.3% | +1.8% | -3.5% |
| 3M | -1.0% | +20.3% | -21.3% | -1.3% |
| 6M | +6.3% | +47.4% | -41.1% | +5.6% |
| YTD | +14.7% | +32.5% | -17.8% | +14.1% |
| 1Y | +16.9% | +9.5% | +7.4% | +16.7% |
| 3Y | +56.8% | +15.5% | +41.3% | +54.8% |
| All | +6.7% | -71.4% | +78.1% | +1.2% |
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