+701.5%
B vs DE
+14,755.9%
-14,054.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -6.0% |
| 7D | +7.1% | +3.3% | +3.8% | +6.6% |
| 30D | -3.3% | +10.7% | -14.1% | -5.1% |
| 3M | -2.5% | +13.1% | -15.7% | -4.8% |
| 6M | -7.2% | +20.2% | -27.5% | -10.4% |
| YTD | -7.4% | +48.9% | -56.2% | -13.9% |
| 1Y | +16.4% | +46.6% | -30.2% | +8.3% |
| 3Y | +178.7% | +91.4% | +87.3% | +145.7% |
| 5Y | +121.7% | +108.1% | +13.6% | +90.0% |
| 10Y | +208.6% | +782.7% | -574.1% | +96.9% |
| All | +701.5% | +14,755.9% | -14,054.4% | +385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling