+3,716.0%
ALL vs D
+1,317.4%
+2,398.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | 0.0% | +1.5% | -1.4% | -0.7% |
| 30D | -1.5% | -2.6% | +1.1% | -0.4% |
| 3M | +23.6% | 0.0% | +23.6% | +23.5% |
| 6M | +22.3% | +7.4% | +15.0% | +17.6% |
| YTD | +26.5% | +15.9% | +10.7% | +16.9% |
| 1Y | +27.0% | +18.1% | +8.9% | +16.0% |
| 3Y | +149.6% | +58.4% | +91.2% | +93.9% |
| 5Y | +118.1% | +5.2% | +112.9% | +104.1% |
| 10Y | +369.0% | +35.9% | +333.1% | +269.9% |
| All | +3,716.0% | +1,317.4% | +2,398.5% | +918.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling