+68.9%
SE vs D
+74.2%
-5.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | 0.0% | +2.4% | -2.3% | +0.1% |
| 30D | -19.4% | +10.9% | -30.3% | -19.0% |
| 3M | -33.1% | +2.8% | -35.9% | -33.0% |
| 6M | -11.4% | +12.7% | -24.2% | -11.1% |
| YTD | -39.8% | +20.3% | -60.1% | -39.3% |
| 1Y | -50.5% | +17.1% | -67.6% | -50.1% |
| 3Y | +68.9% | +75.1% | -6.3% | +101.4% |
| All | +68.9% | +74.2% | -5.3% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling