+42.1%
RF vs D
+12.5%
+29.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -0.9% | +3.0% | -3.9% | -1.9% |
| 30D | +6.0% | +11.5% | -5.5% | +2.2% |
| 3M | -8.9% | +3.7% | -12.6% | -10.1% |
| 6M | +2.3% | +13.5% | -11.2% | -2.2% |
| YTD | +7.6% | +20.7% | -13.2% | +0.4% |
| 1Y | +21.2% | +18.2% | +2.9% | +13.7% |
| 3Y | +108.5% | +73.3% | +35.2% | +66.0% |
| All | +42.1% | +12.5% | +29.6% | +25.1% |
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