+911.5%
BE vs DE
+457.9%
+453.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.4% |
| 7D | +20.0% | +10.0% | +9.9% | +11.7% |
| 30D | +7.9% | +13.3% | -5.4% | -2.3% |
| 3M | -13.2% | +17.5% | -30.7% | -23.7% |
| 6M | +53.5% | +13.6% | +39.9% | +37.6% |
| YTD | +191.0% | +49.8% | +141.2% | +106.6% |
| 1Y | +360.5% | +47.9% | +312.7% | +224.1% |
| 3Y | +1,568.0% | +72.5% | +1,495.5% | +902.8% |
| 5Y | +1,055.2% | +90.2% | +965.0% | +523.0% |
| All | +911.5% | +457.9% | +453.6% | +107.8% |
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