+12,511.7%
DE vs ALL
+3,667.9%
+8,843.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | +13.3% | -1.5% | +14.8% | +13.7% |
| 3M | +17.5% | +23.6% | -6.1% | +6.8% |
| 6M | +13.6% | +22.3% | -8.8% | +3.6% |
| YTD | +49.8% | +26.5% | +23.3% | +34.2% |
| 1Y | +47.9% | +27.0% | +20.9% | +31.9% |
| 3Y | +72.5% | +149.6% | -77.1% | +13.6% |
| 5Y | +90.2% | +118.1% | -27.9% | +29.9% |
| 10Y | +865.4% | +369.0% | +496.4% | +381.1% |
| All | +12,511.7% | +3,667.9% | +8,843.9% | +3,088.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling