+415.4%
MAR vs D
+35.9%
+379.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -6.9% | -0.7% | -6.2% | -6.8% |
| 3M | -15.8% | +2.1% | -17.9% | -16.2% |
| 6M | +1.9% | +6.8% | -4.9% | +0.3% |
| YTD | +6.6% | +16.5% | -9.9% | +3.0% |
| 1Y | +23.7% | +19.2% | +4.5% | +18.8% |
| 3Y | +64.6% | +61.9% | +2.7% | +46.6% |
| 5Y | +156.4% | +6.5% | +149.8% | +149.2% |
| 10Y | +415.4% | +35.3% | +380.1% | +394.7% |
| All | +415.4% | +35.9% | +379.5% | +394.7% |
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