-78.0%
SE vs D
+12.5%
-90.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +2.0% | +3.0% | -1.0% | +1.6% |
| 30D | -20.0% | +11.5% | -31.5% | -21.1% |
| 3M | -31.8% | +3.7% | -35.5% | -32.1% |
| 6M | -15.9% | +13.5% | -29.4% | -17.5% |
| YTD | -40.6% | +20.7% | -61.4% | -42.3% |
| 1Y | -50.7% | +18.2% | -68.9% | -52.0% |
| 3Y | +70.3% | +73.3% | -3.0% | +51.6% |
| All | -78.0% | +12.5% | -90.5% | -79.6% |
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