-69.4%
U vs D
+5.6%
-75.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.8% | +1.5% | -5.3% | -4.0% |
| 30D | +17.5% | -2.6% | +20.0% | +17.8% |
| 3M | +38.7% | 0.0% | +38.7% | +38.5% |
| 6M | +104.4% | +7.4% | +97.1% | +100.9% |
| YTD | -5.7% | +15.9% | -21.6% | -9.2% |
| 1Y | +3.7% | +18.1% | -14.4% | -1.0% |
| 3Y | +12.3% | +58.4% | -46.1% | -4.5% |
| All | -69.4% | +5.6% | -75.0% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling