+5,554.3%
NI vs D
+2,436.6%
+3,117.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +0.4% | +0.8% | -0.3% | -0.1% |
| 30D | +11.3% | +10.7% | +0.6% | +4.0% |
| 3M | +6.5% | +2.3% | +4.2% | +4.7% |
| 6M | -2.3% | +12.5% | -14.7% | -10.1% |
| YTD | +10.8% | +20.1% | -9.3% | -2.5% |
| 1Y | +6.2% | +15.6% | -9.3% | -4.3% |
| 3Y | +98.7% | +75.2% | +23.5% | +32.9% |
| 5Y | +111.3% | +14.6% | +96.7% | +86.1% |
| 10Y | +178.1% | +43.8% | +134.3% | +108.0% |
| All | +5,554.3% | +2,436.6% | +3,117.7% | +836.0% |
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