+368.4%
ALL vs D
+44.7%
+323.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -0.1% | +2.4% | -2.5% | -1.1% |
| 30D | +13.8% | +10.9% | +2.9% | +9.1% |
| 3M | -2.8% | +2.8% | -5.6% | -3.9% |
| 6M | +23.7% | +12.7% | +11.0% | +17.3% |
| YTD | +27.3% | +20.3% | +7.0% | +17.1% |
| 1Y | +30.5% | +17.1% | +13.4% | +21.3% |
| 3Y | +113.0% | +75.1% | +37.9% | +65.1% |
| 5Y | +157.6% | +13.1% | +144.4% | +139.4% |
| 10Y | +368.4% | +48.3% | +320.1% | +324.1% |
| All | +368.4% | +44.7% | +323.6% | +324.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling