+44.1%
IR vs D
+12.5%
+31.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | +3.7% | +3.0% | +0.7% | +3.0% |
| 30D | +7.4% | +11.5% | -4.0% | +4.8% |
| 3M | -5.9% | +3.7% | -9.7% | -6.8% |
| 6M | +5.6% | +13.5% | -8.0% | +2.4% |
| YTD | +4.8% | +20.7% | -15.9% | +0.4% |
| 1Y | +6.9% | +18.2% | -11.3% | +2.8% |
| 3Y | +27.6% | +73.3% | -45.8% | +10.1% |
| All | +44.1% | +12.5% | +31.7% | +45.5% |
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