+1,381.0%
NET vs D
+20.8%
+1,360.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.2% |
| 7D | -16.4% | +8.5% | -24.9% | -17.4% |
| 30D | -25.8% | +14.3% | -40.2% | -27.4% |
| 3M | -11.5% | +1.8% | -13.3% | -11.8% |
| 6M | +18.9% | +13.0% | +5.9% | +16.3% |
| YTD | +35.2% | +22.7% | +12.5% | +30.0% |
| 1Y | +14.5% | +22.6% | -8.2% | +9.9% |
| 3Y | +313.8% | +84.2% | +229.6% | +253.0% |
| 5Y | +32.6% | +15.8% | +16.8% | +26.4% |
| All | +1,381.0% | +20.8% | +1,360.2% | +1,253.1% |
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