+5,976.4%
SO vs D
+2,347.4%
+3,629.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.5% |
| 30D | -4.6% | -3.6% | -1.0% | -2.3% |
| 3M | -3.0% | -1.0% | -2.0% | -2.4% |
| 6M | -8.3% | +6.3% | -14.5% | -12.2% |
| YTD | +3.5% | +14.7% | -11.2% | -5.8% |
| 1Y | -0.9% | +16.9% | -17.9% | -11.2% |
| 3Y | +45.4% | +56.8% | -11.4% | +4.9% |
| 5Y | +59.6% | +5.2% | +54.4% | +49.2% |
| 10Y | +156.6% | +35.9% | +120.7% | +102.8% |
| All | +5,976.4% | +2,347.4% | +3,629.0% | +647.8% |
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