+57.6%
T vs D
+13.0%
+44.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +2.0% | -2.4% | +4.4% | +2.9% |
| 30D | -1.0% | +9.0% | -10.0% | -4.3% |
| 3M | -8.1% | +1.0% | -9.1% | -8.6% |
| 6M | -8.3% | +11.0% | -19.3% | -12.1% |
| YTD | -6.1% | +19.8% | -25.9% | -13.0% |
| 1Y | -7.4% | +16.0% | -23.3% | -13.1% |
| 3Y | +65.4% | +74.4% | -8.9% | +30.5% |
| 5Y | +57.6% | +13.5% | +44.1% | +48.5% |
| All | +57.6% | +13.0% | +44.7% | +48.5% |
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