+3.5%
W vs D
+16.5%
-12.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | -7.4% | -2.4% | -5.0% | -7.2% |
| 30D | +7.8% | +9.0% | -1.2% | +7.9% |
| 3M | +10.9% | +1.0% | +9.9% | +10.7% |
| 6M | +86.4% | +11.0% | +75.4% | +88.8% |
| YTD | +14.0% | +19.8% | -5.8% | +14.6% |
| 1Y | +3.5% | +16.0% | -12.4% | +5.9% |
| All | +3.5% | +16.5% | -12.9% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling