+254.8%
SPOT vs D
+43.4%
+211.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -2.9% | +0.8% | -3.6% | -2.9% |
| 30D | +8.3% | -0.7% | +9.0% | +8.4% |
| 3M | +5.1% | +2.1% | +3.0% | +4.8% |
| 6M | -6.5% | +6.8% | -13.3% | -7.2% |
| YTD | -9.0% | +16.5% | -25.5% | -10.5% |
| 1Y | -26.4% | +19.2% | -45.6% | -27.8% |
| 3Y | +240.0% | +61.9% | +178.2% | +217.0% |
| 5Y | +111.7% | +6.5% | +105.2% | +109.4% |
| All | +254.8% | +43.4% | +211.4% | +244.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling