+46.8%
MAR vs D
+15.2%
+31.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.9% |
| 7D | +1.8% | -3.1% | +4.8% | +2.2% |
| 30D | +14.3% | +8.4% | +5.9% | +13.2% |
| 3M | +20.0% | +0.2% | +19.8% | +20.2% |
| 6M | +21.7% | +9.5% | +12.3% | +19.5% |
| YTD | +37.7% | +18.8% | +18.9% | +32.5% |
| 1Y | +46.8% | +14.7% | +32.1% | +42.5% |
| All | +46.8% | +15.2% | +31.7% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling