+363.5%
SE vs D
+25.8%
+337.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | -20.9% | +7.7% | -28.7% | -22.5% |
| 3M | -38.9% | -0.3% | -38.6% | -38.9% |
| 6M | -19.4% | +10.1% | -29.5% | -21.8% |
| YTD | -40.9% | +19.1% | -60.0% | -44.0% |
| 1Y | -46.2% | +15.9% | -62.1% | -48.7% |
| 3Y | +63.7% | +75.0% | -11.3% | +33.9% |
| 5Y | -77.9% | +13.4% | -91.3% | -79.3% |
| All | +363.5% | +25.8% | +337.7% | +263.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling