+35,474.9%
LOW vs D
+2,347.4%
+33,127.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | -1.7% | +0.4% | -2.2% | -1.9% |
| 30D | -7.0% | -3.6% | -3.5% | -5.6% |
| 3M | -0.9% | -1.0% | +0.1% | -0.5% |
| 6M | -20.1% | +6.3% | -26.4% | -22.4% |
| YTD | -13.9% | +14.7% | -28.6% | -19.1% |
| 1Y | -21.1% | +16.9% | -38.1% | -26.8% |
| 3Y | -6.6% | +56.8% | -63.4% | -24.9% |
| 5Y | +9.4% | +5.2% | +4.2% | +2.9% |
| 10Y | +220.5% | +35.9% | +184.6% | +162.1% |
| All | +35,474.9% | +2,347.4% | +33,127.5% | +7,058.8% |
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