+8,410.9%
TER vs D
+2,488.7%
+5,922.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.2% | -15.1% | -15.2% |
| 7D | -28.2% | +6.9% | -35.1% | -30.1% |
| 30D | -50.6% | +12.3% | -62.9% | -52.9% |
| 3M | -45.3% | +3.0% | -48.4% | -46.3% |
| 6M | -40.4% | +12.8% | -53.2% | -43.9% |
| YTD | +10.0% | +22.6% | -12.5% | +0.4% |
| 1Y | +13.6% | +21.7% | -8.0% | +3.6% |
| 3Y | +145.2% | +83.9% | +61.3% | +84.0% |
| 5Y | +50.4% | +14.0% | +36.4% | +34.8% |
| 10Y | +882.9% | +45.6% | +837.4% | +645.8% |
| All | +8,410.9% | +2,488.7% | +5,922.3% | +2,139.8% |
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