+32.9%
W vs D
+56.9%
-24.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.9% |
| 7D | -4.2% | +0.4% | -4.6% | -4.3% |
| 30D | -7.6% | -3.6% | -4.0% | -6.7% |
| 3M | +37.2% | -1.0% | +38.2% | +37.6% |
| 6M | +26.3% | +6.3% | +20.0% | +24.0% |
| YTD | -1.0% | +14.7% | -15.7% | -5.5% |
| 1Y | +20.1% | +16.9% | +3.1% | +13.2% |
| All | +32.9% | +56.9% | -24.0% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling