+61,246.3%
SU vs D
+2,347.4%
+58,898.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +3.6% | +1.5% | +2.1% | +2.7% |
| 30D | +7.9% | -2.6% | +10.5% | +9.4% |
| 3M | +3.5% | 0.0% | +3.5% | +3.3% |
| 6M | +19.0% | +7.4% | +11.6% | +13.4% |
| YTD | +55.0% | +15.9% | +39.1% | +41.3% |
| 1Y | +71.2% | +18.1% | +53.1% | +53.9% |
| 3Y | +117.4% | +58.4% | +59.0% | +57.8% |
| 5Y | +335.2% | +5.2% | +330.0% | +294.8% |
| 10Y | +248.7% | +35.9% | +212.9% | +140.9% |
| All | +61,246.3% | +2,347.4% | +58,898.8% | +1,862.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling