+46.8%
IR vs D
+14.9%
+31.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.8% |
| 7D | +5.0% | +0.8% | +4.2% | +4.8% |
| 30D | +10.3% | +10.7% | -0.4% | +7.8% |
| 3M | -0.1% | +2.3% | -2.4% | -0.7% |
| 6M | +14.8% | +12.5% | +2.3% | +11.6% |
| YTD | +9.7% | +20.1% | -10.3% | +5.2% |
| 1Y | +12.2% | +15.6% | -3.3% | +8.4% |
| 3Y | +30.0% | +75.2% | -45.2% | +11.8% |
| 5Y | +46.8% | +14.6% | +32.2% | +48.2% |
| All | +46.8% | +14.9% | +31.9% | +48.2% |
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