+1,440.4%
RF vs D
+2,492.7%
-1,052.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | -0.6% |
| 7D | +2.3% | +8.5% | -6.3% | -1.7% |
| 30D | +7.2% | +14.3% | -7.1% | +0.5% |
| 3M | -8.2% | +1.8% | -10.0% | -9.1% |
| 6M | +7.0% | +13.0% | -6.0% | +0.4% |
| YTD | +10.3% | +22.7% | -12.5% | -0.8% |
| 1Y | +25.1% | +22.6% | +2.5% | +12.3% |
| 3Y | +110.3% | +84.2% | +26.1% | +51.4% |
| 5Y | +47.1% | +15.8% | +31.3% | +30.6% |
| 10Y | +297.9% | +45.8% | +252.1% | +201.9% |
| All | +1,440.4% | +2,492.7% | -1,052.3% | +312.6% |
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 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