+291.5%
C vs DE
+867.0%
-575.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +0.3% | -2.4% | +2.6% | +1.6% |
| 30D | +2.0% | +9.7% | -7.7% | -3.6% |
| 3M | +4.4% | +21.4% | -17.0% | -7.1% |
| 6M | +28.3% | +15.0% | +13.3% | +16.9% |
| YTD | +20.5% | +46.4% | -25.9% | -6.1% |
| 1Y | +45.5% | +45.6% | -0.1% | +13.1% |
| 3Y | +274.0% | +76.8% | +197.3% | +151.0% |
| 5Y | +136.1% | +99.4% | +36.7% | +37.1% |
| All | +291.5% | +867.0% | -575.5% | -12.0% |
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