+144.9%
W vs D
+34.8%
+110.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.7% |
| 7D | -4.2% | +1.5% | -5.6% | -4.8% |
| 30D | -7.6% | -2.6% | -5.0% | -6.4% |
| 3M | +37.2% | 0.0% | +37.2% | +37.2% |
| 6M | +26.3% | +7.4% | +19.0% | +21.3% |
| YTD | -1.0% | +15.9% | -16.8% | -8.7% |
| 1Y | +20.1% | +18.1% | +2.0% | +9.0% |
| 3Y | +37.8% | +58.4% | -20.6% | +4.6% |
| 5Y | -63.7% | +5.2% | -68.9% | -65.9% |
| All | +144.9% | +34.8% | +110.1% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling