+14.2%
W vs D
+18.4%
-4.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.5% |
| 7D | -4.2% | +1.5% | -5.6% | -4.0% |
| 30D | -7.6% | -2.6% | -5.0% | -7.9% |
| 3M | +37.2% | 0.0% | +37.2% | +37.6% |
| 6M | +26.3% | +7.4% | +19.0% | +29.4% |
| YTD | -1.0% | +15.9% | -16.8% | +4.2% |
| All | +14.2% | +18.4% | -4.2% | +19.4% |
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 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