+1,141.5%
DD vs M
+396.5%
+745.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.4% |
| 7D | -3.5% | +4.7% | -8.2% | -4.8% |
| 30D | -10.3% | -9.6% | -0.7% | -7.8% |
| 3M | -7.5% | +0.9% | -8.4% | -8.3% |
| 6M | -8.0% | +22.3% | -30.3% | -14.0% |
| YTD | +10.5% | +6.5% | +3.9% | +7.0% |
| 1Y | +38.3% | +38.8% | -0.5% | +23.6% |
| 3Y | +42.5% | +115.9% | -73.4% | +5.1% |
| 5Y | +60.2% | +28.6% | +31.5% | +26.1% |
| 10Y | +68.9% | -2.5% | +71.4% | +14.4% |
| All | +1,141.5% | +396.5% | +745.0% | +347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling