+664.2%
B vs DE
+14,564.7%
-13,900.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.8% |
| 7D | -6.2% | +2.3% | -8.5% | -6.5% |
| 30D | -6.6% | +4.4% | -11.0% | -7.3% |
| 3M | -7.9% | +9.8% | -17.7% | -9.6% |
| 6M | -16.8% | +15.8% | -32.6% | -19.2% |
| YTD | -11.7% | +47.0% | -58.6% | -17.8% |
| 1Y | +3.5% | +42.8% | -39.3% | -3.3% |
| 3Y | +165.7% | +88.9% | +76.8% | +134.7% |
| 5Y | +108.4% | +101.9% | +6.5% | +79.6% |
| 10Y | +212.7% | +767.5% | -554.8% | +100.1% |
| All | +664.2% | +14,564.7% | -13,900.5% | +364.3% |
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