+370.0%
ALL vs D
+47.7%
+322.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | 0.0% | -3.1% | +3.0% | +1.3% |
| 30D | +12.8% | +8.4% | +4.5% | +9.2% |
| 3M | +4.7% | +0.2% | +4.5% | +4.5% |
| 6M | +24.9% | +9.5% | +15.5% | +20.0% |
| YTD | +30.0% | +18.8% | +11.2% | +20.2% |
| 1Y | +29.9% | +14.7% | +15.2% | +21.8% |
| 3Y | +117.5% | +72.9% | +44.6% | +69.4% |
| 5Y | +161.7% | +13.1% | +148.6% | +143.1% |
| All | +370.0% | +47.7% | +322.3% | +325.5% |
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