+1,514.2%
RF vs D
+2,347.4%
-833.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.6% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -3.6% | -3.6% | -0.1% | -2.0% |
| 3M | +8.1% | -1.0% | +9.1% | +8.4% |
| 6M | +11.5% | +6.3% | +5.2% | +7.6% |
| YTD | +15.6% | +14.7% | +0.9% | +7.5% |
| 1Y | +15.7% | +16.9% | -1.3% | +6.2% |
| 3Y | +86.9% | +56.8% | +30.1% | +45.5% |
| 5Y | +89.8% | +5.2% | +84.6% | +76.2% |
| 10Y | +344.7% | +35.9% | +308.8% | +248.8% |
| All | +1,514.2% | +2,347.4% | -833.2% | +344.9% |
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