+118.5%
SPOT vs D
+14.9%
+103.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +2.5% | +0.8% | +1.8% | +2.5% |
| 30D | +15.1% | +10.7% | +4.4% | +14.4% |
| 3M | +24.8% | +2.3% | +22.5% | +24.4% |
| 6M | +45.8% | +12.5% | +33.3% | +44.5% |
| YTD | +4.9% | +20.1% | -15.2% | +3.8% |
| 1Y | -1.3% | +15.6% | -16.8% | -2.1% |
| 3Y | +257.7% | +75.2% | +182.5% | +235.0% |
| 5Y | +118.5% | +14.6% | +103.9% | +118.0% |
| All | +118.5% | +14.9% | +103.6% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling