+12,471.5%
FIX vs D
+1,204.1%
+11,267.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | -7.2% | -3.6% | -3.7% | -5.8% |
| 3M | -15.9% | -1.0% | -14.9% | -15.8% |
| 6M | +12.7% | +6.3% | +6.5% | +8.8% |
| YTD | +72.8% | +14.7% | +58.1% | +61.3% |
| 1Y | +122.9% | +16.9% | +106.0% | +105.6% |
| 3Y | +774.3% | +56.8% | +717.5% | +581.0% |
| 5Y | +2,049.5% | +5.2% | +2,044.3% | +1,887.3% |
| 10Y | +5,821.5% | +35.9% | +5,785.6% | +4,702.4% |
| All | +12,471.5% | +1,204.1% | +11,267.4% | +5,096.6% |
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