+2,586.3%
NDAQ vs D
+472.2%
+2,114.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.5% |
| 7D | +1.2% | +6.9% | -5.8% | -2.1% |
| 30D | +15.8% | +12.3% | +3.5% | +9.4% |
| 3M | +13.4% | +3.0% | +10.3% | +11.6% |
| 6M | +20.9% | +12.8% | +8.1% | +13.2% |
| YTD | +11.1% | +22.6% | -11.5% | -0.9% |
| 1Y | +26.5% | +21.7% | +4.9% | +13.0% |
| 3Y | +121.5% | +83.9% | +37.6% | +55.4% |
| 5Y | +61.3% | +14.0% | +47.4% | +43.1% |
| 10Y | +480.0% | +45.6% | +434.4% | +331.9% |
| All | +2,586.3% | +472.2% | +2,114.1% | +995.9% |
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 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