+851.5%
DE vs A
+256.4%
+595.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.4% |
| 7D | -2.6% | -2.6% | 0.0% | -1.5% |
| 30D | +9.0% | -0.9% | +9.9% | +9.2% |
| 3M | +19.1% | +13.6% | +5.5% | +12.3% |
| 6M | +14.4% | +27.8% | -13.5% | +1.4% |
| YTD | +45.9% | +8.6% | +37.3% | +38.5% |
| 1Y | +43.6% | +16.9% | +26.7% | +31.2% |
| 3Y | +75.9% | +32.9% | +43.0% | +46.2% |
| 5Y | +98.8% | -14.1% | +112.9% | +99.8% |
| All | +851.5% | +256.4% | +595.1% | +359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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