+519.6%
F vs D
+2,492.7%
-1,973.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +1.0% |
| 7D | +6.0% | +8.5% | -2.5% | +2.4% |
| 30D | +4.3% | +14.3% | -10.0% | -1.6% |
| 3M | -10.1% | +1.8% | -11.8% | -10.8% |
| 6M | +12.8% | +13.0% | -0.3% | +6.3% |
| YTD | -0.1% | +22.7% | -22.8% | -9.3% |
| 1Y | +3.7% | +22.6% | -18.9% | -6.0% |
| 3Y | +42.7% | +84.2% | -41.5% | +6.5% |
| 5Y | -11.0% | +15.8% | -26.8% | -19.7% |
| 10Y | +87.0% | +45.8% | +41.2% | +44.7% |
| All | +519.6% | +2,492.7% | -1,973.1% | +23.9% |
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