-40.9%
SE vs D
+15.7%
-56.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.0% |
| 7D | -6.1% | +0.4% | -6.5% | -6.0% |
| 30D | -2.5% | -3.6% | +1.1% | -2.9% |
| 3M | +21.7% | -1.0% | +22.7% | +21.3% |
| 6M | +27.0% | +6.3% | +20.7% | +26.7% |
| YTD | -12.1% | +14.7% | -26.8% | -10.1% |
| 1Y | -40.9% | +16.9% | -57.9% | -38.4% |
| All | -40.9% | +15.7% | -56.6% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling