+67.6%
SPY vs D
+12.5%
+55.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -2.7% | +3.0% | -5.7% | -3.2% |
| 30D | -5.4% | +11.5% | -16.9% | -7.4% |
| 3M | -4.1% | +3.7% | -7.8% | -4.8% |
| 6M | +0.7% | +13.5% | -12.8% | -2.1% |
| YTD | +8.7% | +20.7% | -12.1% | +4.1% |
| 1Y | +10.9% | +18.2% | -7.4% | +6.6% |
| 3Y | +75.0% | +73.3% | +1.7% | +50.2% |
| All | +67.6% | +12.5% | +55.2% | +69.3% |
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