+156.7%
B vs DE
+97.0%
+59.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -5.0% | -2.4% | -2.7% | -4.6% |
| 30D | +8.7% | +9.7% | -1.0% | +6.6% |
| 3M | +17.3% | +21.4% | -4.1% | +12.6% |
| 6M | -5.0% | +15.0% | -20.1% | -8.0% |
| YTD | +1.4% | +46.4% | -45.0% | -5.9% |
| 1Y | +50.5% | +45.6% | +4.9% | +39.5% |
| 3Y | +194.4% | +76.8% | +117.6% | +160.3% |
| 5Y | +156.7% | +99.4% | +57.3% | +120.7% |
| All | +156.7% | +97.0% | +59.7% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling