+376.0%
NDAQ vs D
+35.9%
+340.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | -2.6% | +0.8% | -3.3% | -2.9% |
| 30D | +0.5% | -0.7% | +1.2% | +0.8% |
| 3M | +9.9% | +2.1% | +7.8% | +8.8% |
| 6M | +8.2% | +6.8% | +1.4% | +4.6% |
| YTD | -1.5% | +16.5% | -18.0% | -8.7% |
| 1Y | +1.3% | +19.2% | -17.8% | -7.3% |
| 3Y | +92.6% | +61.9% | +30.7% | +49.3% |
| 5Y | +53.8% | +6.5% | +47.3% | +44.9% |
| 10Y | +376.0% | +35.3% | +340.7% | +314.7% |
| All | +376.0% | +35.9% | +340.1% | +314.7% |
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