+58.4%
NDAQ vs D
+4.5%
+53.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.5% |
| 7D | -2.4% | +0.4% | -2.9% | -2.5% |
| 30D | +2.5% | -3.6% | +6.0% | +3.4% |
| 3M | +9.9% | -1.0% | +10.9% | +10.1% |
| 6M | +9.4% | +6.3% | +3.2% | +7.3% |
| YTD | +0.4% | +14.7% | -14.3% | -3.9% |
| 1Y | +4.0% | +16.9% | -12.9% | -1.2% |
| 3Y | +94.4% | +56.8% | +37.6% | +67.0% |
| All | +58.4% | +4.5% | +53.8% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling