+3,653.2%
FIX vs D
+42.6%
+3,610.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +6.0% |
| 7D | -17.5% | +3.0% | -20.4% | -18.7% |
| 30D | -41.6% | +11.5% | -53.1% | -44.4% |
| 3M | -40.6% | +3.7% | -44.3% | -41.8% |
| 6M | -49.4% | +13.5% | -62.9% | -52.6% |
| YTD | +9.2% | +20.7% | -11.5% | -0.5% |
| 1Y | +6.5% | +18.2% | -11.8% | -2.4% |
| 3Y | +448.7% | +73.3% | +375.4% | +304.6% |
| 5Y | +948.7% | +12.3% | +936.5% | +859.4% |
| All | +3,653.2% | +42.6% | +3,610.6% | +3,243.6% |
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