+129.5%
EW vs D
+35.0%
+94.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -0.3% | +1.5% | -1.8% | -0.8% |
| 30D | +1.0% | -2.6% | +3.6% | +1.9% |
| 3M | +2.8% | 0.0% | +2.8% | +2.7% |
| 6M | +5.5% | +7.4% | -1.9% | +2.6% |
| YTD | +5.5% | +15.9% | -10.4% | -0.2% |
| 1Y | +11.0% | +18.1% | -7.1% | +4.0% |
| 3Y | +17.7% | +58.4% | -40.7% | -3.0% |
| 5Y | -25.7% | +5.2% | -30.9% | -28.6% |
| All | +129.5% | +35.0% | +94.4% | +103.1% |
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