-28.6%
U vs D
+13.9%
-42.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -0.2% | +15.1% | +14.9% |
| 7D | +24.3% | +6.9% | +17.3% | +23.6% |
| 30D | +8.6% | +12.3% | -3.8% | +7.5% |
| 3M | +37.6% | +3.0% | +34.5% | +37.3% |
| 6M | +78.5% | +12.8% | +65.7% | +75.9% |
| YTD | +10.5% | +22.6% | -12.1% | +7.2% |
| 1Y | +15.2% | +21.7% | -6.5% | +11.7% |
| 3Y | +76.6% | +83.9% | -7.4% | +55.8% |
| 5Y | -67.9% | +14.0% | -81.8% | -71.1% |
| All | -28.6% | +13.9% | -42.5% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling