+185.4%
ARM vs DE
+76.8%
+108.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -10.4% | +3.3% | -13.6% | -11.3% |
| 30D | -31.8% | +10.7% | -42.6% | -34.5% |
| 3M | -32.2% | +13.1% | -45.4% | -35.6% |
| 6M | -14.9% | +20.2% | -35.1% | -21.2% |
| YTD | +66.0% | +48.9% | +17.2% | +36.3% |
| 1Y | +17.2% | +46.6% | -29.4% | -3.5% |
| 3Y | +247.2% | +91.4% | +155.8% | +134.7% |
| All | +185.4% | +76.8% | +108.6% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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