+59.8%
SO vs D
+4.5%
+55.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | -4.6% | -3.6% | -1.0% | -2.5% |
| 3M | -3.0% | -1.0% | -2.0% | -2.4% |
| 6M | -8.3% | +6.3% | -14.5% | -11.8% |
| YTD | +3.5% | +14.7% | -11.2% | -5.0% |
| 1Y | -0.9% | +16.9% | -17.9% | -10.3% |
| 3Y | +45.4% | +56.8% | -11.4% | +8.5% |
| All | +59.8% | +4.5% | +55.3% | +61.9% |
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