+6.4%
NI vs D
+16.5%
-10.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | +0.6% | -2.4% | +3.0% | +1.7% |
| 30D | +11.2% | +9.0% | +2.2% | +6.8% |
| 3M | +9.2% | +1.0% | +8.2% | +8.4% |
| 6M | -1.8% | +11.0% | -12.8% | -5.8% |
| YTD | +12.0% | +19.8% | -7.8% | +4.3% |
| 1Y | +6.4% | +16.0% | -9.5% | +0.8% |
| All | +6.4% | +16.5% | -10.0% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling