+366.5%
ALL vs D
+35.0%
+331.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | 0.0% | +1.5% | -1.4% | -0.6% |
| 30D | -1.5% | -2.6% | +1.1% | -0.5% |
| 3M | +23.6% | 0.0% | +23.6% | +23.5% |
| 6M | +22.3% | +7.4% | +15.0% | +18.3% |
| YTD | +26.5% | +15.9% | +10.7% | +18.3% |
| 1Y | +27.0% | +18.1% | +8.9% | +17.5% |
| 3Y | +149.6% | +58.4% | +91.2% | +101.5% |
| 5Y | +118.1% | +5.2% | +112.9% | +108.9% |
| All | +366.5% | +35.0% | +331.5% | +322.5% |
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