+1,163.5%
C vs D
+2,347.4%
-1,183.9%
-98.0%
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 | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | +1.5% | +2.2% | +2.8% |
| 30D | +0.1% | -2.6% | +2.6% | +1.5% |
| 3M | +2.4% | 0.0% | +2.4% | +2.1% |
| 6M | +24.9% | +7.4% | +17.6% | +18.8% |
| YTD | +19.8% | +15.9% | +3.9% | +8.8% |
| 1Y | +44.9% | +18.1% | +26.7% | +29.5% |
| 3Y | +263.0% | +58.4% | +204.6% | +165.0% |
| 5Y | +129.5% | +5.2% | +124.3% | +107.6% |
| 10Y | +291.6% | +35.9% | +255.7% | +184.2% |
| All | +1,163.5% | +2,347.4% | -1,183.9% | +82.5% |
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 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