+222.7%
B vs DE
+790.2%
-567.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -2.7% | +2.3% | -4.9% | -3.0% |
| 30D | -4.3% | +9.3% | -13.7% | -5.6% |
| 3M | -2.3% | +12.2% | -14.5% | -4.0% |
| 6M | -16.2% | +18.1% | -34.3% | -18.4% |
| YTD | -8.8% | +49.8% | -58.6% | -13.9% |
| 1Y | +11.4% | +46.4% | -35.0% | +5.3% |
| 3Y | +174.3% | +92.5% | +81.8% | +149.2% |
| 5Y | +116.2% | +107.4% | +8.8% | +93.7% |
| 10Y | +222.7% | +784.1% | -561.3% | +224.5% |
| All | +222.7% | +790.2% | -567.5% | +224.5% |
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