+18.4%
U vs D
+23.9%
-5.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.4% | +7.3% |
| 7D | +7.5% | +8.5% | -1.0% | +12.6% |
| 30D | -7.0% | +14.3% | -21.4% | +0.7% |
| 3M | +20.6% | +1.8% | +18.8% | +22.0% |
| 6M | +53.2% | +13.0% | +40.1% | +64.2% |
| YTD | -3.9% | +22.7% | -26.6% | +11.1% |
| 1Y | +18.4% | +22.6% | -4.2% | +38.4% |
| All | +18.4% | +23.9% | -5.5% | +38.4% |
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