+2,340.5%
EXC vs D
+2,347.4%
-6.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | 0.0% |
| 7D | +0.3% | +0.4% | -0.2% | 0.0% |
| 30D | -3.7% | -3.6% | -0.2% | -1.2% |
| 3M | -1.3% | -1.0% | -0.3% | -0.5% |
| 6M | -9.7% | +6.3% | -16.0% | -14.2% |
| YTD | +2.9% | +14.7% | -11.8% | -7.7% |
| 1Y | +4.4% | +16.9% | -12.5% | -7.9% |
| 3Y | +22.2% | +56.8% | -34.6% | -15.9% |
| 5Y | +46.7% | +5.2% | +41.5% | +34.5% |
| 10Y | +155.3% | +35.9% | +119.5% | +88.4% |
| All | +2,340.5% | +2,347.4% | -6.9% | +142.4% |
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