+372.3%
SE vs D
+27.1%
+345.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | 0.0% | +2.4% | -2.3% | -0.6% |
| 30D | -19.4% | +10.9% | -30.3% | -21.6% |
| 3M | -33.1% | +2.8% | -35.9% | -33.6% |
| 6M | -11.4% | +12.7% | -24.2% | -14.6% |
| YTD | -39.8% | +20.3% | -60.1% | -43.1% |
| 1Y | -50.5% | +17.1% | -67.6% | -52.9% |
| 3Y | +68.9% | +75.1% | -6.3% | +38.2% |
| 5Y | -77.1% | +13.1% | -90.2% | -78.5% |
| All | +372.3% | +27.1% | +345.2% | +269.7% |
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