+73.2%
SPY vs D
+12.4%
+60.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | +3.3% | -3.1% | +6.3% | +3.9% |
| 30D | -2.7% | +8.4% | -11.0% | -4.2% |
| 3M | -1.7% | +0.2% | -2.0% | -1.9% |
| 6M | +3.1% | +9.5% | -6.4% | +1.0% |
| YTD | +11.9% | +18.8% | -6.9% | +7.5% |
| 1Y | +12.0% | +14.7% | -2.7% | +8.3% |
| 3Y | +78.2% | +72.9% | +5.2% | +52.5% |
| 5Y | +73.2% | +13.1% | +60.1% | +75.4% |
| All | +73.2% | +12.4% | +60.9% | +75.4% |
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 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