+211.9%
B vs DE
+852.3%
-640.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.0% | -3.0% | +4.1% | +1.5% |
| 30D | +9.5% | +11.1% | -1.7% | +7.7% |
| 3M | +14.3% | +17.6% | -3.3% | +11.5% |
| 6M | -1.9% | +13.6% | -15.5% | -3.9% |
| YTD | +4.1% | +46.3% | -42.2% | -1.4% |
| 1Y | +56.1% | +44.2% | +11.9% | +47.9% |
| 3Y | +202.0% | +76.6% | +125.4% | +177.0% |
| 5Y | +158.8% | +98.2% | +60.6% | +132.7% |
| 10Y | +211.9% | +863.5% | -651.6% | +143.9% |
| All | +211.9% | +852.3% | -640.4% | +143.9% |
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