+274.3%
DD vs FIVE
+822.5%
-548.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +4.6% | -0.3% | +4.9% | +4.6% |
| 30D | +11.8% | +17.7% | -5.9% | +7.5% |
| 3M | +2.2% | +4.0% | -1.8% | +0.6% |
| 6M | -1.6% | +2.6% | -4.3% | -3.4% |
| YTD | +23.0% | +27.6% | -4.6% | +14.3% |
| 1Y | +26.9% | +59.9% | -33.0% | +11.8% |
| 3Y | +77.9% | +35.8% | +42.1% | +52.9% |
| 5Y | +59.9% | +14.4% | +45.5% | +38.3% |
| 10Y | +90.1% | +576.1% | -486.1% | +17.0% |
| All | +274.3% | +822.5% | -548.2% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 all: compounded portfolio wealth divided by compounded FIVE 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…
all analysis · Full analysis span regression · 6 months rolling