+1,218.2%
BE vs DE
+97.0%
+1,121.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +9.7% | -2.4% | +12.1% | +11.2% |
| 30D | +22.4% | +9.7% | +12.7% | +14.8% |
| 3M | +10.4% | +21.4% | -11.0% | -3.3% |
| 6M | +67.9% | +15.0% | +52.8% | +51.8% |
| YTD | +197.5% | +46.4% | +151.1% | +125.0% |
| 1Y | +310.6% | +45.6% | +264.9% | +207.2% |
| 3Y | +1,657.2% | +76.8% | +1,580.5% | +989.0% |
| 5Y | +1,218.2% | +99.4% | +1,118.7% | +608.9% |
| All | +1,218.2% | +97.0% | +1,121.2% | +608.9% |
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