+10.7%
O vs D
+12.5%
-1.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | +3.7% | +3.0% | +0.7% | +2.4% |
| 30D | +11.2% | +11.5% | -0.3% | +6.1% |
| 3M | -4.0% | +3.7% | -7.7% | -5.6% |
| 6M | -5.2% | +13.5% | -18.8% | -10.4% |
| YTD | +9.5% | +20.7% | -11.2% | +0.7% |
| 1Y | +10.6% | +18.2% | -7.6% | +2.5% |
| 3Y | +38.1% | +73.3% | -35.2% | +7.2% |
| All | +10.7% | +12.5% | -1.8% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling