+105.3%
KEY vs D
+44.7%
+60.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.5% | +2.4% | -1.9% | -0.5% |
| 30D | +6.9% | +10.9% | -4.1% | +2.0% |
| 3M | -5.0% | +2.8% | -7.9% | -6.3% |
| 6M | +0.7% | +12.7% | -12.0% | -4.9% |
| YTD | +6.5% | +20.3% | -13.9% | -2.8% |
| 1Y | +22.6% | +17.1% | +5.5% | +13.1% |
| 3Y | +125.3% | +75.1% | +50.2% | +67.2% |
| 5Y | +13.9% | +13.1% | +0.8% | +2.7% |
| 10Y | +105.3% | +48.3% | +57.1% | +97.2% |
| All | +105.3% | +44.7% | +60.6% | +97.2% |
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