+218.3%
C vs DE
+790.2%
-571.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -0.4% | +2.3% | -2.7% | -1.6% |
| 30D | -5.3% | +9.3% | -14.7% | -10.0% |
| 3M | -8.0% | +12.2% | -20.2% | -14.5% |
| 6M | -0.3% | +18.1% | -18.3% | -10.5% |
| YTD | +8.6% | +49.8% | -41.1% | -16.7% |
| 1Y | +25.8% | +46.4% | -20.6% | -2.6% |
| 3Y | +221.2% | +92.5% | +128.6% | +104.2% |
| 5Y | +113.6% | +107.4% | +6.2% | +21.2% |
| 10Y | +218.3% | +784.1% | -565.7% | -22.5% |
| All | +218.3% | +790.2% | -571.9% | -22.5% |
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