+52.5%
SO vs D
+71.1%
-18.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.6% |
| 7D | -1.1% | +0.8% | -1.9% | -1.6% |
| 30D | +8.6% | +10.7% | -2.1% | +2.4% |
| 3M | +1.8% | +2.3% | -0.5% | +0.3% |
| 6M | +3.6% | +12.5% | -8.9% | -3.2% |
| YTD | +9.9% | +20.1% | -10.1% | -1.0% |
| 1Y | +5.7% | +15.6% | -9.8% | -2.8% |
| 3Y | +52.5% | +75.2% | -22.7% | +14.4% |
| All | +52.5% | +71.1% | -18.6% | +14.4% |
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