-54.2%
W vs D
+12.5%
-66.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.8% |
| 7D | -3.6% | +3.0% | -6.6% | -4.6% |
| 30D | +7.0% | +11.5% | -4.5% | +2.4% |
| 3M | +7.4% | +3.7% | +3.6% | +5.8% |
| 6M | +69.3% | +13.5% | +55.8% | +60.5% |
| YTD | +11.3% | +20.7% | -9.4% | +1.7% |
| 1Y | +13.2% | +18.2% | -5.0% | +4.3% |
| 3Y | +142.0% | +73.3% | +68.7% | +75.5% |
| All | -54.2% | +12.5% | -66.7% | -54.4% |
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 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