+532.2%
BE vs DE
+98.5%
+433.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.5% |
| 7D | +10.8% | +0.3% | +10.5% | +10.9% |
| 30D | -19.8% | +3.6% | -23.3% | -21.3% |
| 3M | -18.7% | +10.2% | -29.0% | -24.1% |
| 6M | -33.7% | +16.6% | -50.3% | -40.4% |
| YTD | +121.0% | +45.8% | +75.1% | +68.4% |
| 1Y | +85.4% | +43.9% | +41.5% | +41.0% |
| 3Y | +1,709.5% | +89.6% | +1,619.9% | +967.3% |
| All | +532.2% | +98.5% | +433.6% | +254.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling