+12.9%
KEY vs D
+14.9%
-2.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -2.5% | +6.9% | -9.4% | -4.9% |
| 30D | +4.1% | +12.3% | -8.3% | -0.5% |
| 3M | -8.4% | +3.0% | -11.4% | -9.5% |
| 6M | -2.3% | +12.8% | -15.1% | -7.0% |
| YTD | +4.6% | +22.6% | -18.0% | -4.0% |
| 1Y | +24.6% | +21.7% | +2.9% | +14.4% |
| 3Y | +112.8% | +83.9% | +28.8% | +55.3% |
| 5Y | +12.9% | +14.0% | -1.0% | -0.2% |
| All | +12.9% | +14.9% | -2.0% | -0.2% |
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