+145.6%
W vs D
+82.3%
+63.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.2% | -8.1% | -8.2% |
| 7D | -5.6% | +6.9% | -12.6% | -7.2% |
| 30D | +7.5% | +12.3% | -4.8% | +4.4% |
| 3M | +5.4% | +3.0% | +2.4% | +4.6% |
| 6M | +79.4% | +12.8% | +66.6% | +74.0% |
| YTD | +12.9% | +22.6% | -9.6% | +6.0% |
| 1Y | +12.4% | +21.7% | -9.2% | +5.7% |
| All | +145.6% | +82.3% | +63.3% | +74.4% |
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 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