+44.5%
F vs D
+82.3%
-37.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +1.4% | +6.9% | -5.6% | -0.8% |
| 30D | +2.0% | +12.3% | -10.3% | -1.7% |
| 3M | -10.4% | +3.0% | -13.4% | -11.3% |
| 6M | +9.7% | +12.8% | -3.1% | +5.1% |
| YTD | -1.2% | +22.6% | -23.7% | -8.5% |
| 1Y | 0.0% | +21.7% | -21.6% | -7.2% |
| All | +44.5% | +82.3% | -37.7% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling