+232.1%
W vs D
+42.6%
+189.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.8% |
| 7D | -3.6% | +3.0% | -6.6% | -4.7% |
| 30D | +7.0% | +11.5% | -4.5% | +1.8% |
| 3M | +7.4% | +3.7% | +3.6% | +5.5% |
| 6M | +69.3% | +13.5% | +55.8% | +59.3% |
| YTD | +11.3% | +20.7% | -9.4% | +0.7% |
| 1Y | +13.2% | +18.2% | -5.0% | +3.4% |
| 3Y | +142.0% | +73.3% | +68.7% | +77.4% |
| 5Y | -54.6% | +12.3% | -66.9% | -58.7% |
| All | +232.1% | +42.6% | +189.5% | +202.4% |
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