-0.2%
W vs D
+15.2%
-15.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -1.7% | -3.1% | +1.4% | -1.5% |
| 30D | +3.2% | +8.4% | -5.1% | +3.4% |
| 3M | +8.3% | +0.2% | +8.1% | +8.2% |
| 6M | +84.3% | +9.5% | +74.8% | +86.3% |
| YTD | +11.0% | +18.8% | -7.8% | +11.7% |
| 1Y | -0.2% | +14.7% | -14.9% | +2.8% |
| All | -0.2% | +15.2% | -15.4% | +2.8% |
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