-26.6%
U vs D
+10.4%
-37.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +2.8% | -3.1% | +5.9% | +3.1% |
| 30D | +7.6% | +8.4% | -0.7% | +6.9% |
| 3M | +12.7% | +0.2% | +12.5% | +12.7% |
| 6M | +87.0% | +9.5% | +77.5% | +84.7% |
| YTD | +13.6% | +18.8% | -5.2% | +10.5% |
| 1Y | +25.3% | +14.7% | +10.6% | +22.5% |
| 3Y | +85.8% | +72.9% | +12.8% | +65.3% |
| 5Y | -74.5% | +13.1% | -87.6% | -76.8% |
| All | -26.6% | +10.4% | -37.0% | -27.1% |
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