+1,078.2%
KEY vs D
+2,347.4%
-1,269.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.0% |
| 7D | +2.2% | +0.4% | +1.8% | +1.9% |
| 30D | -3.0% | -3.6% | +0.5% | -1.2% |
| 3M | +3.3% | -1.0% | +4.3% | +3.7% |
| 6M | +9.2% | +6.3% | +2.9% | +5.0% |
| YTD | +10.6% | +14.7% | -4.1% | +2.1% |
| 1Y | +20.4% | +16.9% | +3.5% | +9.6% |
| 3Y | +121.8% | +56.8% | +65.1% | +68.3% |
| 5Y | +41.1% | +5.2% | +35.9% | +30.2% |
| 10Y | +168.5% | +35.9% | +132.7% | +106.9% |
| All | +1,078.2% | +2,347.4% | -1,269.2% | +139.3% |
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