-24.7%
U vs D
+12.2%
-36.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.6% |
| 7D | +36.6% | +3.0% | +33.6% | +36.2% |
| 30D | +13.3% | +11.5% | +1.8% | +12.3% |
| 3M | +26.2% | +3.7% | +22.4% | +25.8% |
| 6M | +88.7% | +13.5% | +75.2% | +85.7% |
| YTD | +16.6% | +20.7% | -4.2% | +13.3% |
| 1Y | +29.0% | +18.2% | +10.7% | +25.5% |
| 3Y | +99.5% | +73.3% | +26.2% | +77.8% |
| 5Y | -66.1% | +12.3% | -78.4% | -69.4% |
| All | -24.7% | +12.2% | -36.8% | -25.2% |
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