+13.5%
D vs S
+39.0%
-25.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.5% |
| 7D | +3.0% | -13.4% | +16.4% | +2.6% |
| 30D | +11.5% | -14.0% | +25.5% | +11.2% |
| 3M | +3.7% | +4.9% | -1.1% | +3.8% |
| 6M | +13.5% | +42.0% | -28.5% | +14.5% |
| All | +13.5% | +39.0% | -25.4% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling