-72.4%
U vs D
+13.5%
-85.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +24.4% | +2.4% | +22.0% | +23.9% |
| 30D | +7.4% | +10.9% | -3.5% | +5.6% |
| 3M | +16.8% | +2.8% | +14.0% | +16.3% |
| 6M | +78.8% | +12.7% | +66.1% | +74.1% |
| YTD | +14.0% | +20.3% | -6.4% | +8.6% |
| 1Y | +16.7% | +17.1% | -0.4% | +11.9% |
| 3Y | +86.4% | +75.1% | +11.2% | +52.4% |
| All | -72.4% | +13.5% | -85.8% | -74.8% |
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