-8.4%
T vs D
+19.8%
-28.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +1.0% | +3.0% | -1.9% | 0.0% |
| 30D | -10.6% | +11.5% | -22.1% | -13.6% |
| 3M | -7.7% | +3.7% | -11.5% | -9.1% |
| 6M | -13.3% | +13.5% | -26.8% | -16.2% |
| YTD | -8.8% | +20.7% | -29.5% | -12.8% |
| 1Y | -8.4% | +18.2% | -26.6% | -12.1% |
| All | -8.4% | +19.8% | -28.2% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling