+5,440.1%
NI vs D
+2,450.0%
+2,990.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.3% |
| 7D | -0.9% | +3.0% | -3.9% | -2.9% |
| 30D | +9.6% | +11.5% | -1.9% | +2.0% |
| 3M | +2.5% | +3.7% | -1.3% | -0.2% |
| 6M | -5.8% | +13.5% | -19.4% | -13.9% |
| YTD | +8.6% | +20.7% | -12.2% | -4.8% |
| 1Y | +6.0% | +18.2% | -12.3% | -6.0% |
| 3Y | +91.0% | +73.3% | +17.7% | +28.7% |
| 5Y | +104.8% | +12.3% | +92.5% | +82.8% |
| 10Y | +176.7% | +43.4% | +133.3% | +107.3% |
| All | +5,440.1% | +2,450.0% | +2,990.1% | +814.1% |
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