+9.2%
O vs D
+12.4%
-3.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 3M | -4.0% | +0.2% | -4.2% | -4.2% |
| 6M | -2.6% | +9.5% | -12.1% | -6.5% |
| YTD | +9.9% | +18.8% | -8.9% | +1.7% |
| 1Y | +9.8% | +14.7% | -4.9% | +3.1% |
| 3Y | +39.7% | +72.9% | -33.2% | +8.4% |
| 5Y | +9.2% | +13.1% | -4.0% | +4.6% |
| All | +9.2% | +12.4% | -3.2% | +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 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