+9.8%
O vs D
+15.2%
-5.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.4% | -3.1% | +2.7% | +0.9% |
| 30D | +8.3% | +8.4% | -0.1% | +4.8% |
| 3M | -4.0% | +0.2% | -4.2% | -4.4% |
| 6M | -2.6% | +9.5% | -12.1% | -5.5% |
| YTD | +9.9% | +18.8% | -8.9% | +3.9% |
| 1Y | +9.8% | +14.7% | -4.9% | +4.6% |
| All | +9.8% | +15.2% | -5.3% | +4.6% |
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