+2,656.6%
INFY vs D
+1,008.8%
+1,647.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | +7.1% | +7.7% | -0.7% | +4.5% |
| 3M | -1.0% | -0.3% | -0.7% | -0.9% |
| 6M | +5.9% | +10.1% | -4.2% | +2.4% |
| YTD | -29.5% | +19.1% | -48.6% | -33.8% |
| 1Y | -26.0% | +15.9% | -41.9% | -29.9% |
| 3Y | -19.4% | +75.0% | -94.4% | -34.9% |
| 5Y | -40.9% | +13.4% | -54.3% | -45.4% |
| 10Y | +121.9% | +47.5% | +74.4% | +79.4% |
| All | +2,656.6% | +1,008.8% | +1,647.8% | +2,362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling