+12,434.5%
DE vs ALL
+3,690.4%
+8,744.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.7% |
| 7D | +3.3% | -0.1% | +3.4% | +3.2% |
| 30D | +10.7% | +13.8% | -3.1% | +4.9% |
| 3M | +13.1% | -2.8% | +15.9% | +13.7% |
| 6M | +20.2% | +23.7% | -3.4% | +8.8% |
| YTD | +48.9% | +27.3% | +21.6% | +32.5% |
| 1Y | +46.6% | +30.5% | +16.1% | +29.0% |
| 3Y | +91.4% | +113.0% | -21.6% | +34.4% |
| 5Y | +108.1% | +157.6% | -49.4% | +32.3% |
| 10Y | +782.7% | +368.4% | +414.3% | +338.3% |
| All | +12,434.5% | +3,690.4% | +8,744.1% | +3,048.4% |
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