+61.7%
DD vs M
-11.5%
+73.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +2.2% |
| 7D | +4.6% | -4.3% | +8.9% | +5.5% |
| 30D | +11.8% | +1.3% | +10.5% | +11.2% |
| 3M | +2.2% | -7.4% | +9.5% | +3.5% |
| 6M | -1.6% | +18.3% | -20.0% | -6.6% |
| YTD | +23.0% | +7.6% | +15.4% | +19.0% |
| 1Y | +26.9% | +17.4% | +9.6% | +20.1% |
| 3Y | +77.9% | +108.4% | -30.5% | +38.1% |
| All | +61.7% | -11.5% | +73.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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