+322.3%
DD vs SNY
+241.9%
+80.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -3.3% | -0.2% | -1.9% |
| 30D | -11.7% | -2.2% | -9.5% | -10.8% |
| 3M | -9.2% | -3.0% | -6.2% | -8.4% |
| 6M | -7.2% | +2.7% | -9.9% | -9.2% |
| YTD | +6.6% | -6.8% | +13.5% | +9.3% |
| 1Y | +32.0% | -5.3% | +37.3% | +33.6% |
| 3Y | +42.1% | -9.8% | +51.9% | +41.4% |
| 5Y | +58.1% | +9.7% | +48.4% | +38.2% |
| 10Y | +65.3% | +64.5% | +0.8% | +12.5% |
| All | +322.3% | +241.9% | +80.4% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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