+62.5%
T vs D
+48.0%
+14.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.5% | -1.4% | +3.9% | +3.1% |
| 30D | -3.8% | +7.7% | -11.5% | -6.7% |
| 3M | -8.7% | -0.3% | -8.5% | -8.7% |
| 6M | -8.1% | +10.1% | -18.2% | -12.0% |
| YTD | -6.4% | +19.1% | -25.5% | -13.6% |
| 1Y | -9.8% | +15.9% | -25.7% | -15.7% |
| 3Y | +65.5% | +75.0% | -9.5% | +27.8% |
| 5Y | +57.0% | +13.4% | +43.6% | +45.0% |
| All | +62.5% | +48.0% | +14.5% | +34.0% |
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 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