+118.1%
SU vs D
+65.5%
+52.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | -1.0% | +0.8% | -1.7% | -1.1% |
| 30D | +13.7% | -0.7% | +14.4% | +13.8% |
| 3M | +8.0% | +2.1% | +5.9% | +7.7% |
| 6M | +21.0% | +6.8% | +14.2% | +19.5% |
| YTD | +56.2% | +16.5% | +39.7% | +52.2% |
| 1Y | +72.2% | +19.2% | +53.0% | +67.0% |
| 3Y | +118.1% | +61.9% | +56.2% | +105.0% |
| All | +118.1% | +65.5% | +52.6% | +105.0% |
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 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