+291.3%
IR vs D
+28.1%
+263.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -2.8% | +1.5% | -4.3% | -3.2% |
| 30D | -15.1% | -2.6% | -12.6% | -14.5% |
| 3M | +6.1% | 0.0% | +6.1% | +6.0% |
| 6M | -16.8% | +7.4% | -24.2% | -18.7% |
| YTD | -3.5% | +15.9% | -19.4% | -7.7% |
| 1Y | -3.5% | +18.1% | -21.6% | -8.3% |
| 3Y | +9.5% | +58.4% | -48.9% | -6.4% |
| 5Y | +45.1% | +5.2% | +39.9% | +41.2% |
| All | +291.3% | +28.1% | +263.2% | +275.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling