+40.4%
O vs D
+74.2%
-33.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.5% | +2.4% | +1.2% | +2.5% |
| 30D | +10.4% | +10.9% | -0.5% | +5.8% |
| 3M | -2.4% | +2.8% | -5.3% | -3.7% |
| 6M | -1.2% | +12.7% | -13.9% | -6.1% |
| YTD | +10.4% | +20.3% | -9.9% | +2.1% |
| 1Y | +11.4% | +17.1% | -5.7% | +4.0% |
| 3Y | +40.4% | +75.1% | -34.8% | +11.3% |
| All | +40.4% | +74.2% | -33.8% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling