+69.5%
NI vs D
+63.9%
+5.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.0% | +1.5% | +0.6% | +1.3% |
| 30D | -3.5% | -2.6% | -1.0% | -2.3% |
| 3M | -9.1% | 0.0% | -9.1% | -9.1% |
| 6M | -11.8% | +7.4% | -19.2% | -15.0% |
| YTD | +1.1% | +15.9% | -14.8% | -6.1% |
| 1Y | +6.7% | +18.1% | -11.4% | -2.0% |
| All | +69.5% | +63.9% | +5.6% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling