+61.7%
DD vs M
+27.3%
+34.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | -3.5% | +4.7% | -8.2% | -4.5% |
| 30D | -10.3% | -9.6% | -0.7% | -8.3% |
| 3M | -7.5% | +0.9% | -8.4% | -8.1% |
| 6M | -8.0% | +22.3% | -30.3% | -12.8% |
| YTD | +10.5% | +6.5% | +3.9% | +7.7% |
| 1Y | +38.3% | +38.8% | -0.5% | +26.4% |
| 3Y | +42.5% | +115.9% | -73.4% | +10.9% |
| All | +61.7% | +27.3% | +34.4% | +36.7% |
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