+121.7%
B vs DE
+107.4%
+14.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -6.0% |
| 7D | +7.1% | +3.3% | +3.8% | +6.5% |
| 30D | -3.3% | +10.7% | -14.1% | -5.3% |
| 3M | -2.5% | +13.1% | -15.7% | -5.2% |
| 6M | -7.2% | +20.2% | -27.5% | -11.0% |
| YTD | -7.4% | +48.9% | -56.2% | -14.7% |
| 1Y | +16.4% | +46.6% | -30.2% | +7.3% |
| 3Y | +178.7% | +91.4% | +87.3% | +141.0% |
| 5Y | +121.7% | +108.1% | +13.6% | +88.8% |
| All | +121.7% | +107.4% | +14.3% | +88.8% |
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