+32.8%
NET vs D
+15.7%
+17.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -2.4% |
| 7D | -7.0% | +0.4% | -7.4% | -6.8% |
| 30D | -4.8% | -3.6% | -1.2% | -5.9% |
| 3M | +3.8% | -1.0% | +4.8% | +3.8% |
| 6M | +50.0% | +6.3% | +43.8% | +52.9% |
| YTD | +41.5% | +14.7% | +26.8% | +51.4% |
| 1Y | +32.8% | +16.9% | +15.9% | +44.1% |
| All | +32.8% | +15.7% | +17.2% | +44.1% |
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