+6,337.0%
SO vs D
+2,488.7%
+3,848.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.4% | +6.9% | -6.6% | -4.1% |
| 30D | +9.2% | +12.3% | -3.1% | +1.1% |
| 3M | +1.1% | +3.0% | -2.0% | -1.1% |
| 6M | -1.1% | +12.8% | -13.8% | -9.0% |
| YTD | +9.7% | +22.6% | -12.9% | -4.6% |
| 1Y | +5.5% | +21.7% | -16.2% | -7.9% |
| 3Y | +47.0% | +83.9% | -36.9% | -4.3% |
| 5Y | +77.6% | +14.0% | +63.6% | +57.5% |
| 10Y | +181.0% | +45.6% | +135.4% | +112.0% |
| All | +6,337.0% | +2,488.7% | +3,848.4% | +662.4% |
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