+78.2%
O vs D
+42.1%
+36.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +3.3% | +0.8% | +2.6% | +2.9% |
| 30D | +10.3% | +10.7% | -0.4% | +4.5% |
| 3M | -3.5% | +2.3% | -5.7% | -4.7% |
| 6M | -1.3% | +12.5% | -13.8% | -7.6% |
| YTD | +10.3% | +20.1% | -9.8% | -0.5% |
| 1Y | +10.4% | +15.6% | -5.1% | +1.5% |
| 3Y | +40.0% | +75.2% | -35.2% | +0.3% |
| 5Y | +12.4% | +14.6% | -2.2% | +1.0% |
| 10Y | +78.2% | +43.8% | +34.5% | +37.4% |
| All | +78.2% | +42.1% | +36.1% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling