+39,219.9%
LOW vs D
+2,450.0%
+36,769.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | +7.4% | +3.0% | +4.4% | +6.2% |
| 30D | +24.5% | +11.5% | +13.0% | +19.0% |
| 3M | +3.5% | +3.7% | -0.3% | +2.0% |
| 6M | -2.6% | +13.5% | -16.1% | -7.9% |
| YTD | -4.8% | +20.7% | -25.6% | -12.4% |
| 1Y | -0.8% | +18.2% | -19.0% | -8.1% |
| 3Y | +22.8% | +73.3% | -50.5% | -4.9% |
| 5Y | +5.3% | +12.3% | -6.9% | -3.3% |
| 10Y | +309.5% | +43.4% | +266.1% | +228.0% |
| All | +39,219.9% | +2,450.0% | +36,769.9% | +7,685.2% |
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 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