+2,327.9%
NDAQ vs D
+441.0%
+1,886.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.2% |
| 7D | -2.4% | +0.4% | -2.9% | -2.6% |
| 30D | +2.5% | -3.6% | +6.0% | +4.2% |
| 3M | +9.9% | -1.0% | +10.9% | +10.3% |
| 6M | +9.4% | +6.3% | +3.2% | +5.3% |
| YTD | +0.4% | +14.7% | -14.3% | -7.4% |
| 1Y | +4.0% | +16.9% | -12.9% | -5.4% |
| 3Y | +94.4% | +56.8% | +37.6% | +47.4% |
| 5Y | +56.7% | +5.2% | +51.5% | +44.5% |
| 10Y | +375.3% | +35.9% | +339.4% | +266.0% |
| All | +2,327.9% | +441.0% | +1,886.9% | +918.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling