-3.5%
IR vs D
+15.7%
-19.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | -2.8% | +0.4% | -3.3% | -3.0% |
| 30D | -15.1% | -3.6% | -11.6% | -14.3% |
| 3M | +6.1% | -1.0% | +7.1% | +6.6% |
| 6M | -16.8% | +6.3% | -23.1% | -17.9% |
| YTD | -3.5% | +14.7% | -18.2% | -6.7% |
| 1Y | -3.5% | +16.9% | -20.4% | -7.3% |
| All | -3.5% | +15.7% | -19.2% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling