+948.1%
FIX vs D
+12.5%
+935.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.6% |
| 7D | -17.5% | +3.0% | -20.4% | -17.8% |
| 30D | -41.6% | +11.5% | -53.1% | -42.5% |
| 3M | -40.6% | +3.7% | -44.3% | -40.9% |
| 6M | -49.4% | +13.5% | -62.9% | -50.5% |
| YTD | +9.2% | +20.7% | -11.5% | +5.5% |
| 1Y | +6.5% | +18.2% | -11.8% | +3.2% |
| 3Y | +448.7% | +73.3% | +375.4% | +369.4% |
| All | +948.1% | +12.5% | +935.6% | +969.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling