+257.9%
SPOT vs D
+73.4%
+184.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | +16.9% | +7.7% | +9.2% | +17.2% |
| 3M | +23.0% | -0.3% | +23.2% | +22.5% |
| 6M | +42.2% | +10.1% | +32.1% | +42.9% |
| YTD | +5.5% | +19.1% | -13.6% | +7.4% |
| 1Y | -5.1% | +15.9% | -21.0% | -3.7% |
| 3Y | +257.9% | +75.0% | +182.9% | +306.4% |
| All | +257.9% | +73.4% | +184.5% | +306.4% |
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 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