+53.4%
T vs D
+12.5%
+41.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | +1.0% | +3.0% | -1.9% | -0.2% |
| 30D | -10.6% | +11.5% | -22.1% | -14.3% |
| 3M | -7.7% | +3.7% | -11.5% | -9.1% |
| 6M | -13.3% | +13.5% | -26.8% | -17.7% |
| YTD | -8.8% | +20.7% | -29.5% | -15.7% |
| 1Y | -8.4% | +18.2% | -26.6% | -14.7% |
| 3Y | +59.6% | +73.3% | -13.7% | +26.2% |
| All | +53.4% | +12.5% | +41.0% | +43.3% |
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 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