+346.5%
RF vs D
+35.0%
+311.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.3% | +1.5% | -0.1% | +0.7% |
| 30D | -3.6% | -2.6% | -1.0% | -2.6% |
| 3M | +8.1% | 0.0% | +8.1% | +8.0% |
| 6M | +11.5% | +7.4% | +4.1% | +7.9% |
| YTD | +15.6% | +15.9% | -0.3% | +8.5% |
| 1Y | +15.7% | +18.1% | -2.4% | +7.4% |
| 3Y | +86.9% | +58.4% | +28.5% | +50.7% |
| 5Y | +89.8% | +5.2% | +84.6% | +78.9% |
| All | +346.5% | +35.0% | +311.5% | +341.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling