+1,282.4%
DD vs M
+401.4%
+881.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +2.4% |
| 7D | +4.6% | -4.3% | +8.9% | +5.7% |
| 30D | +11.8% | +1.3% | +10.5% | +11.0% |
| 3M | +2.2% | -7.4% | +9.5% | +3.7% |
| 6M | -1.6% | +18.3% | -20.0% | -7.6% |
| YTD | +23.0% | +7.6% | +15.4% | +18.1% |
| 1Y | +26.9% | +17.4% | +9.6% | +18.6% |
| 3Y | +77.9% | +108.4% | -30.5% | +32.1% |
| 5Y | +59.9% | -10.6% | +70.5% | +40.9% |
| 10Y | +90.1% | -3.2% | +93.2% | +28.6% |
| All | +1,282.4% | +401.4% | +881.0% | +394.1% |
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