+1,449.6%
NET vs D
+14.1%
+1,435.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.7% |
| 7D | -7.0% | +0.4% | -7.4% | -7.0% |
| 30D | -4.8% | -3.6% | -1.2% | -4.2% |
| 3M | +3.8% | -1.0% | +4.8% | +3.9% |
| 6M | +50.0% | +6.3% | +43.8% | +47.9% |
| YTD | +41.5% | +14.7% | +26.8% | +37.5% |
| 1Y | +32.8% | +16.9% | +15.9% | +28.3% |
| 3Y | +335.9% | +56.8% | +279.1% | +284.3% |
| 5Y | +113.8% | +5.2% | +108.6% | +107.3% |
| All | +1,449.6% | +14.1% | +1,435.5% | +1,328.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling