-16.2%
BA vs DE
+88.0%
-104.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -7.1% | +3.6% | -10.7% | -8.0% |
| 3M | -25.5% | +10.2% | -35.8% | -27.8% |
| 6M | -28.7% | +16.6% | -45.3% | -32.1% |
| YTD | -21.0% | +45.8% | -66.8% | -31.0% |
| 1Y | -11.9% | +43.9% | -55.8% | -23.0% |
| 3Y | -16.2% | +89.6% | -105.8% | -34.1% |
| All | -16.2% | +88.0% | -104.2% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling