+54.1%
T vs D
+42.1%
+12.0%
-39.4%
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% | +1.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.3% |
| 30D | -1.7% | +10.7% | -12.4% | -5.8% |
| 3M | -7.3% | +2.3% | -9.6% | -8.3% |
| 6M | -11.2% | +12.5% | -23.7% | -15.7% |
| YTD | -8.1% | +20.1% | -28.1% | -15.4% |
| 1Y | -8.0% | +15.6% | -23.6% | -14.0% |
| 3Y | +62.1% | +75.2% | -13.0% | +25.1% |
| 5Y | +55.7% | +14.6% | +41.1% | +43.2% |
| 10Y | +54.1% | +43.8% | +10.4% | +27.4% |
| All | +54.1% | +42.1% | +12.0% | +27.4% |
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