+48.4%
IR vs D
+4.5%
+43.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | -2.8% | +0.4% | -3.3% | -2.9% |
| 30D | -15.1% | -3.6% | -11.6% | -14.5% |
| 3M | +6.1% | -1.0% | +7.1% | +6.3% |
| 6M | -16.8% | +6.3% | -23.1% | -18.1% |
| YTD | -3.5% | +14.7% | -18.2% | -6.6% |
| 1Y | -3.5% | +16.9% | -20.4% | -7.0% |
| 3Y | +9.5% | +56.8% | -47.3% | -3.0% |
| All | +48.4% | +4.5% | +43.9% | +52.2% |
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