+108.1%
DE vs ALL
+157.6%
-49.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.3% |
| 7D | +3.3% | -0.1% | +3.4% | +3.2% |
| 30D | +10.7% | +13.8% | -3.1% | +6.7% |
| 3M | +13.1% | -2.8% | +15.9% | +13.7% |
| 6M | +20.2% | +23.7% | -3.4% | +11.7% |
| YTD | +48.9% | +27.3% | +21.6% | +36.5% |
| 1Y | +46.6% | +30.5% | +16.1% | +33.2% |
| 3Y | +91.4% | +113.0% | -21.6% | +42.1% |
| 5Y | +108.1% | +157.6% | -49.4% | +39.5% |
| All | +108.1% | +157.6% | -49.5% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling