+131.6%
C vs DE
+95.7%
+35.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | +3.2% | +0.7% | +2.5% | +2.9% |
| 30D | +1.3% | +9.6% | -8.4% | -2.2% |
| 3M | +3.1% | +19.0% | -15.9% | -3.4% |
| 6M | +29.6% | +16.1% | +13.6% | +22.0% |
| YTD | +19.0% | +47.0% | -28.1% | +1.4% |
| 1Y | +45.6% | +43.1% | +2.5% | +25.1% |
| 3Y | +269.3% | +77.5% | +191.8% | +187.2% |
| 5Y | +131.6% | +96.4% | +35.2% | +74.0% |
| All | +131.6% | +95.7% | +35.9% | +74.0% |
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 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