+365.1%
SE vs D
+29.5%
+335.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.6% |
| 7D | -1.2% | +6.9% | -8.1% | -2.9% |
| 30D | -21.7% | +12.3% | -34.0% | -24.0% |
| 3M | -34.2% | +3.0% | -37.2% | -34.7% |
| 6M | -10.5% | +12.8% | -23.3% | -13.7% |
| YTD | -40.7% | +22.6% | -63.3% | -44.2% |
| 1Y | -52.1% | +21.7% | -73.7% | -54.9% |
| 3Y | +68.9% | +83.9% | -15.1% | +35.9% |
| 5Y | -78.9% | +14.0% | -92.8% | -80.2% |
| All | +365.1% | +29.5% | +335.6% | +262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling