+66.2%
NDAQ vs D
+13.1%
+53.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.3% | -1.4% | +2.6% | +1.6% |
| 30D | +18.0% | +7.7% | +10.2% | +15.7% |
| 3M | +11.5% | -0.3% | +11.8% | +11.5% |
| 6M | +21.1% | +10.1% | +11.0% | +17.7% |
| YTD | +12.8% | +19.1% | -6.3% | +6.8% |
| 1Y | +25.7% | +15.9% | +9.8% | +19.8% |
| 3Y | +116.8% | +75.0% | +41.8% | +78.9% |
| All | +66.2% | +13.1% | +53.2% | +61.7% |
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 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