+5,289.3%
O vs D
+1,447.9%
+3,841.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.8% |
| 30D | +9.4% | +9.0% | +0.4% | +5.0% |
| 3M | -2.4% | +1.0% | -3.3% | -2.9% |
| 6M | -1.9% | +11.0% | -12.8% | -7.0% |
| YTD | +10.5% | +19.8% | -9.3% | +0.8% |
| 1Y | +10.0% | +16.0% | -6.0% | +1.8% |
| 3Y | +40.5% | +74.4% | -33.9% | +5.1% |
| 5Y | +10.2% | +13.5% | -3.3% | 0.0% |
| 10Y | +82.5% | +48.4% | +34.1% | +44.4% |
| All | +5,289.3% | +1,447.9% | +3,841.4% | +2,202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling