-77.8%
SE vs D
+13.0%
-90.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | -7.7% | -2.4% | -5.3% | -7.4% |
| 30D | -22.8% | +9.0% | -31.8% | -23.7% |
| 3M | -43.7% | +1.0% | -44.7% | -43.8% |
| 6M | -12.8% | +11.0% | -23.8% | -14.2% |
| YTD | -42.0% | +19.8% | -61.8% | -43.6% |
| 1Y | -48.0% | +16.0% | -64.0% | -49.2% |
| 3Y | +62.7% | +74.4% | -11.7% | +44.2% |
| 5Y | -77.8% | +13.5% | -91.3% | -79.4% |
| All | -77.8% | +13.0% | -90.8% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling