+62.6%
NDAQ vs D
+12.5%
+50.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +0.8% | +3.0% | -2.1% | +0.1% |
| 30D | +16.5% | +11.5% | +5.0% | +13.3% |
| 3M | +13.5% | +3.7% | +9.8% | +12.3% |
| 6M | +20.9% | +13.5% | +7.4% | +16.6% |
| YTD | +11.4% | +20.7% | -9.3% | +5.1% |
| 1Y | +25.9% | +18.2% | +7.7% | +19.4% |
| 3Y | +119.9% | +73.3% | +46.5% | +82.4% |
| All | +62.6% | +12.5% | +50.2% | +56.5% |
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