+500.9%
MAR vs D
+47.7%
+453.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.9% |
| 7D | +1.8% | -3.1% | +4.8% | +2.4% |
| 30D | +14.3% | +8.4% | +5.9% | +12.4% |
| 3M | +20.0% | +0.2% | +19.8% | +19.9% |
| 6M | +21.7% | +9.5% | +12.3% | +19.2% |
| YTD | +37.7% | +18.8% | +18.9% | +32.5% |
| 1Y | +46.8% | +14.7% | +32.1% | +42.2% |
| 3Y | +121.0% | +72.9% | +48.1% | +94.7% |
| 5Y | +183.1% | +13.1% | +170.0% | +171.8% |
| All | +500.9% | +47.7% | +453.2% | +483.1% |
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