+474.7%
NDAQ vs D
+42.6%
+432.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +0.8% | +3.0% | -2.1% | -0.4% |
| 30D | +16.5% | +11.5% | +5.0% | +11.4% |
| 3M | +13.5% | +3.7% | +9.8% | +11.7% |
| 6M | +20.9% | +13.5% | +7.4% | +14.1% |
| YTD | +11.4% | +20.7% | -9.3% | +1.7% |
| 1Y | +25.9% | +18.2% | +7.7% | +15.8% |
| 3Y | +119.9% | +73.3% | +46.5% | +65.7% |
| 5Y | +61.7% | +12.3% | +49.5% | +49.0% |
| All | +474.7% | +42.6% | +432.1% | +397.0% |
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