+479.7%
NDAQ vs D
+47.5%
+432.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | 0.0% | -2.4% | +2.4% | +1.0% |
| 30D | +16.3% | +9.0% | +7.3% | +12.2% |
| 3M | +15.8% | +1.0% | +14.9% | +15.3% |
| 6M | +24.8% | +11.0% | +13.8% | +18.9% |
| YTD | +14.1% | +19.8% | -5.7% | +4.4% |
| 1Y | +26.5% | +16.0% | +10.6% | +17.3% |
| 3Y | +119.1% | +74.4% | +44.8% | +64.3% |
| 5Y | +70.9% | +13.5% | +57.4% | +56.3% |
| 10Y | +479.7% | +48.4% | +431.4% | +393.1% |
| All | +479.7% | +47.5% | +432.3% | +393.1% |
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