+291.3%
IR vs D
+28.1%
+263.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 6M | -16.8% | +6.3% | -23.1% | -18.4% |
| YTD | -3.5% | +14.7% | -18.2% | -7.4% |
| 1Y | -3.5% | +16.9% | -20.4% | -8.0% |
| 3Y | +9.5% | +56.8% | -47.3% | -6.2% |
| 5Y | +45.1% | +5.2% | +39.9% | +41.2% |
| All | +291.3% | +28.1% | +263.2% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling