+1,470.1%
BA vs DE
+14,410.5%
-12,940.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | 0.0% |
| 7D | +1.1% | -0.6% | +1.6% | +1.3% |
| 30D | -7.9% | +2.3% | -10.2% | -8.9% |
| 3M | -25.3% | +9.5% | -34.8% | -28.6% |
| 6M | -24.6% | +14.1% | -38.7% | -29.4% |
| YTD | -20.1% | +45.4% | -65.5% | -33.2% |
| 1Y | -11.8% | +42.9% | -54.7% | -25.8% |
| 3Y | -10.1% | +84.8% | -95.0% | -33.3% |
| 5Y | -22.7% | +101.8% | -124.6% | -45.5% |
| 10Y | +35.1% | +788.0% | -752.9% | -44.0% |
| All | +1,470.1% | +14,410.5% | -12,940.3% | +162.2% |
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