+11,743.1%
COST vs D
+2,347.4%
+9,395.7%
-61.7%
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 | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.1% | +1.5% | -4.6% | -3.6% |
| 30D | -2.8% | -2.6% | -0.2% | -2.0% |
| 3M | -5.7% | 0.0% | -5.7% | -5.7% |
| 6M | -8.8% | +7.4% | -16.1% | -11.2% |
| YTD | +6.7% | +15.9% | -9.2% | +1.1% |
| 1Y | -3.6% | +18.1% | -21.8% | -9.5% |
| 3Y | +75.1% | +58.4% | +16.7% | +45.3% |
| 5Y | +108.9% | +5.2% | +103.7% | +99.0% |
| 10Y | +586.2% | +35.9% | +550.3% | +472.8% |
| All | +11,743.1% | +2,347.4% | +9,395.7% | +2,573.0% |
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