+1,821.9%
BA vs DE
+14,847.5%
-13,025.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | +10.0% | -8.9% | -2.8% |
| 30D | -11.6% | +13.3% | -25.0% | -16.4% |
| 3M | -2.4% | +17.5% | -19.9% | -9.2% |
| 6M | -6.6% | +13.6% | -20.2% | -12.3% |
| YTD | -2.2% | +49.8% | -52.0% | -18.9% |
| 1Y | -8.0% | +47.9% | -55.9% | -23.6% |
| 3Y | -5.0% | +72.5% | -77.5% | -27.3% |
| 5Y | -2.7% | +90.2% | -92.9% | -29.7% |
| 10Y | +75.9% | +865.4% | -789.5% | -29.1% |
| All | +1,821.9% | +14,847.5% | -13,025.6% | +218.1% |
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 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