+803.7%
B vs DE
+14,847.5%
-14,043.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +10.0% | -11.6% | -3.3% |
| 30D | +9.4% | +13.3% | -3.9% | +7.0% |
| 3M | +5.0% | +17.5% | -12.5% | +1.9% |
| 6M | -3.5% | +13.6% | -17.1% | -5.9% |
| YTD | +4.5% | +49.8% | -45.3% | -3.0% |
| 1Y | +67.8% | +47.9% | +19.9% | +55.9% |
| 3Y | +196.7% | +72.5% | +124.2% | +166.3% |
| 5Y | +151.9% | +90.2% | +61.7% | +119.1% |
| 10Y | +202.2% | +865.4% | -663.2% | +89.9% |
| All | +803.7% | +14,847.5% | -14,043.8% | +447.8% |
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 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