+7,232.4%
EW vs D
+1,020.0%
+6,212.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +6.8% | +6.9% | -0.2% | +4.4% |
| 30D | +16.6% | +12.3% | +4.3% | +12.1% |
| 3M | +13.3% | +3.0% | +10.3% | +12.1% |
| 6M | +21.6% | +12.8% | +8.8% | +16.3% |
| YTD | +18.3% | +22.6% | -4.3% | +9.7% |
| 1Y | +21.7% | +21.7% | 0.0% | +12.9% |
| 3Y | +50.3% | +83.9% | -33.6% | +18.6% |
| 5Y | -15.0% | +14.0% | -29.0% | -21.5% |
| 10Y | +237.5% | +45.6% | +191.9% | +178.9% |
| All | +7,232.4% | +1,020.0% | +6,212.3% | +3,045.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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