+88.7%
U vs D
+11.2%
+77.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +4.8% |
| 7D | +36.6% | +3.0% | +33.6% | +38.2% |
| 30D | +13.3% | +11.5% | +1.8% | +19.7% |
| 3M | +26.2% | +3.7% | +22.4% | +28.8% |
| 6M | +88.7% | +13.5% | +75.2% | +98.8% |
| All | +88.7% | +11.2% | +77.5% | +98.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling