+54.1%
SO vs D
+73.4%
-19.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +1.4% | -1.4% | +2.7% | +2.1% |
| 30D | +4.7% | +7.7% | -3.0% | +0.3% |
| 3M | +1.7% | -0.3% | +2.0% | +1.7% |
| 6M | +2.2% | +10.1% | -7.9% | -3.4% |
| YTD | +10.0% | +19.1% | -9.1% | -0.5% |
| 1Y | +6.0% | +15.9% | -9.9% | -2.7% |
| 3Y | +54.1% | +75.0% | -20.9% | +16.1% |
| All | +54.1% | +73.4% | -19.3% | +16.1% |
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