+755.9%
DE vs ALL
+377.9%
+378.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | +0.3% | +5.0% | -4.8% | -2.0% |
| 30D | +3.6% | +13.3% | -9.8% | -2.4% |
| 3M | +10.2% | +3.2% | +7.1% | +8.1% |
| 6M | +16.6% | +25.3% | -8.8% | +3.2% |
| YTD | +45.8% | +30.5% | +15.4% | +25.8% |
| 1Y | +43.9% | +29.2% | +14.7% | +24.6% |
| 3Y | +89.6% | +119.1% | -29.5% | +19.6% |
| 5Y | +100.3% | +162.6% | -62.3% | +9.2% |
| All | +755.9% | +377.9% | +378.0% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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