+392.6%
STM vs D
+42.6%
+350.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.8% |
| 7D | -10.7% | +3.0% | -13.7% | -11.5% |
| 30D | -25.7% | +11.5% | -37.2% | -27.9% |
| 3M | -21.6% | +3.7% | -25.3% | -22.5% |
| 6M | -27.8% | +13.5% | -41.3% | -30.6% |
| YTD | +61.8% | +20.7% | +41.0% | +52.8% |
| 1Y | +78.1% | +18.2% | +59.9% | +68.9% |
| 3Y | +4.9% | +73.3% | -68.4% | -12.2% |
| 5Y | -14.3% | +12.3% | -26.5% | -18.9% |
| All | +392.6% | +42.6% | +350.0% | +369.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling