-63.1%
W vs D
+5.6%
-68.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.7% |
| 7D | -4.2% | +1.5% | -5.6% | -4.7% |
| 30D | -7.6% | -2.6% | -5.0% | -6.6% |
| 3M | +37.2% | 0.0% | +37.2% | +37.2% |
| 6M | +26.3% | +7.4% | +19.0% | +22.1% |
| YTD | -1.0% | +15.9% | -16.8% | -7.8% |
| 1Y | +20.1% | +18.1% | +2.0% | +10.1% |
| 3Y | +37.8% | +58.4% | -20.6% | +5.2% |
| All | -63.1% | +5.6% | -68.7% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling