+489.4%
NDAQ vs D
+47.7%
+441.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +1.7% | -3.1% | +4.8% | +3.0% |
| 30D | +16.2% | +8.4% | +7.9% | +12.4% |
| 3M | +14.0% | +0.2% | +13.7% | +13.8% |
| 6M | +22.3% | +9.5% | +12.8% | +17.1% |
| YTD | +13.0% | +18.8% | -5.8% | +3.8% |
| 1Y | +24.0% | +14.7% | +9.3% | +15.5% |
| 3Y | +117.1% | +72.9% | +44.1% | +63.3% |
| 5Y | +67.5% | +13.1% | +54.4% | +53.3% |
| All | +489.4% | +47.7% | +441.8% | +410.1% |
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