+615.0%
F vs D
+2,347.4%
-1,732.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.1% |
| 7D | +5.3% | +0.4% | +4.9% | +5.1% |
| 30D | +4.6% | -3.6% | +8.1% | +6.2% |
| 3M | -3.7% | -1.0% | -2.7% | -3.4% |
| 6M | +16.8% | +6.3% | +10.5% | +12.9% |
| YTD | +15.3% | +14.7% | +0.6% | +7.7% |
| 1Y | +31.0% | +16.9% | +14.1% | +21.1% |
| 3Y | +45.4% | +56.8% | -11.4% | +16.3% |
| 5Y | +54.7% | +5.2% | +49.5% | +45.2% |
| 10Y | +98.2% | +35.9% | +62.4% | +58.1% |
| All | +615.0% | +2,347.4% | -1,732.4% | +46.6% |
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