+1,013.4%
KEY vs D
+2,488.7%
-1,475.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -2.5% | +6.9% | -9.4% | -5.8% |
| 30D | +4.1% | +12.3% | -8.3% | -2.1% |
| 3M | -8.4% | +3.0% | -11.4% | -9.9% |
| 6M | -2.3% | +12.8% | -15.1% | -8.8% |
| YTD | +4.6% | +22.6% | -18.0% | -6.9% |
| 1Y | +24.6% | +21.7% | +2.9% | +11.0% |
| 3Y | +112.8% | +83.9% | +28.8% | +48.4% |
| 5Y | +12.9% | +14.0% | -1.0% | 0.0% |
| 10Y | +126.7% | +45.6% | +81.1% | +68.5% |
| All | +1,013.4% | +2,488.7% | -1,475.3% | +119.3% |
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