+87.5%
U vs D
+73.4%
+14.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +2.6% | -1.4% | +3.9% | +2.5% |
| 30D | +27.6% | +7.7% | +19.8% | +27.9% |
| 3M | +15.3% | -0.3% | +15.6% | +15.5% |
| 6M | +96.4% | +10.1% | +86.3% | +96.0% |
| YTD | +19.6% | +19.1% | +0.5% | +18.0% |
| 1Y | +42.1% | +15.9% | +26.2% | +40.7% |
| 3Y | +87.5% | +75.0% | +12.5% | +52.3% |
| All | +87.5% | +73.4% | +14.2% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling