+319.4%
IR vs D
+35.5%
+283.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +2.3% | +6.9% | -4.6% | +0.4% |
| 30D | +3.3% | +12.3% | -9.0% | -0.1% |
| 3M | -9.0% | +3.0% | -12.1% | -9.9% |
| 6M | +8.0% | +12.8% | -4.8% | +4.0% |
| YTD | +3.4% | +22.6% | -19.2% | -2.7% |
| 1Y | +4.5% | +21.7% | -17.2% | -1.6% |
| 3Y | +25.6% | +83.9% | -58.3% | +2.5% |
| 5Y | +43.8% | +14.0% | +29.8% | +36.6% |
| All | +319.4% | +35.5% | +283.9% | +296.0% |
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