+78.8%
U vs D
+75.2%
+3.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +24.4% | +2.4% | +22.0% | +24.4% |
| 30D | +7.4% | +10.9% | -3.5% | +7.8% |
| 3M | +16.8% | +2.8% | +14.0% | +17.1% |
| 6M | +78.8% | +12.7% | +66.1% | +78.3% |
| YTD | +14.0% | +20.3% | -6.4% | +12.5% |
| 1Y | +16.7% | +17.1% | -0.4% | +15.6% |
| All | +78.8% | +75.2% | +3.6% | +45.2% |
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