+207.0%
C vs DE
+762.0%
-555.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.4% |
| 7D | +4.2% | +0.3% | +3.9% | +4.0% |
| 30D | +2.0% | +3.6% | -1.6% | 0.0% |
| 3M | -10.1% | +10.2% | -20.4% | -15.7% |
| 6M | +1.0% | +16.6% | -15.6% | -8.8% |
| YTD | +8.5% | +45.8% | -37.3% | -15.7% |
| 1Y | +25.7% | +43.9% | -18.2% | -1.8% |
| 3Y | +216.0% | +89.6% | +126.4% | +102.4% |
| 5Y | +112.3% | +100.3% | +12.0% | +23.0% |
| All | +207.0% | +762.0% | -555.0% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling