+257.7%
SPOT vs D
+71.1%
+186.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +2.5% | +0.8% | +1.8% | +2.5% |
| 30D | +15.1% | +10.7% | +4.4% | +15.6% |
| 3M | +24.8% | +2.3% | +22.5% | +24.5% |
| 6M | +45.8% | +12.5% | +33.3% | +46.7% |
| YTD | +4.9% | +20.1% | -15.2% | +6.8% |
| 1Y | -1.3% | +15.6% | -16.8% | 0.0% |
| 3Y | +257.7% | +75.2% | +182.5% | +302.5% |
| All | +257.7% | +71.1% | +186.6% | +302.5% |
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