+70.9%
NDAQ vs D
+13.0%
+58.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | 0.0% | -2.4% | +2.4% | +0.6% |
| 30D | +16.3% | +9.0% | +7.3% | +13.7% |
| 3M | +15.8% | +1.0% | +14.9% | +15.4% |
| 6M | +24.8% | +11.0% | +13.8% | +21.1% |
| YTD | +14.1% | +19.8% | -5.7% | +7.8% |
| 1Y | +26.5% | +16.0% | +10.6% | +20.6% |
| 3Y | +119.1% | +74.4% | +44.8% | +81.2% |
| 5Y | +70.9% | +13.5% | +57.4% | +65.2% |
| All | +70.9% | +13.0% | +58.0% | +65.2% |
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