+5,059.0%
NI vs D
+2,347.4%
+2,711.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.3% |
| 7D | +2.0% | +0.4% | +1.6% | +1.7% |
| 30D | -3.5% | -3.6% | 0.0% | -1.3% |
| 3M | -9.1% | -1.0% | -8.1% | -8.6% |
| 6M | -11.8% | +6.3% | -18.1% | -15.7% |
| YTD | +1.1% | +14.7% | -13.6% | -8.2% |
| 1Y | +6.7% | +16.9% | -10.2% | -4.6% |
| 3Y | +71.1% | +56.8% | +14.3% | +22.9% |
| 5Y | +94.3% | +5.2% | +89.1% | +81.0% |
| 10Y | +135.8% | +35.9% | +99.9% | +83.5% |
| All | +5,059.0% | +2,347.4% | +2,711.6% | +775.8% |
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 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