+210.1%
W vs D
+48.0%
+162.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.2% | -1.4% | +1.5% | +0.8% |
| 30D | +6.8% | +7.7% | -0.9% | +3.2% |
| 3M | +10.7% | -0.3% | +11.0% | +10.7% |
| 6M | +86.3% | +10.1% | +76.3% | +77.7% |
| YTD | +11.5% | +19.1% | -7.6% | +1.3% |
| 1Y | +5.1% | +15.9% | -10.8% | -3.3% |
| 3Y | +171.0% | +75.0% | +96.0% | +96.0% |
| 5Y | -56.6% | +13.4% | -70.0% | -60.7% |
| All | +210.1% | +48.0% | +162.1% | +180.5% |
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