-39.0%
U vs D
+7.7%
-46.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -3.8% | +1.5% | -5.3% | -3.9% |
| 30D | +17.5% | -2.6% | +20.0% | +17.7% |
| 3M | +38.7% | 0.0% | +38.7% | +38.5% |
| 6M | +104.4% | +7.4% | +97.1% | +102.0% |
| YTD | -5.7% | +15.9% | -21.6% | -8.1% |
| 1Y | +3.7% | +18.1% | -14.4% | +0.5% |
| 3Y | +12.3% | +58.4% | -46.1% | +0.6% |
| 5Y | -68.8% | +5.2% | -74.0% | -72.0% |
| All | -39.0% | +7.7% | -46.7% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling