+208.8%
C vs D
+44.7%
+164.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -0.4% | +2.4% | -2.7% | -1.2% |
| 30D | -5.2% | +10.9% | -16.1% | -8.8% |
| 3M | -9.1% | +2.8% | -11.9% | -10.2% |
| 6M | -1.6% | +12.7% | -14.3% | -6.5% |
| YTD | +6.9% | +20.3% | -13.4% | -1.3% |
| 1Y | +23.0% | +17.1% | +5.8% | +14.4% |
| 3Y | +216.1% | +75.1% | +141.0% | +144.0% |
| 5Y | +112.2% | +13.1% | +99.1% | +95.1% |
| 10Y | +208.8% | +48.3% | +160.5% | +204.1% |
| All | +208.8% | +44.7% | +164.0% | +204.1% |
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