+755.9%
DE vs AR
+57.4%
+698.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.3% | +7.4% | -7.1% | -0.6% |
| 30D | +3.6% | +5.8% | -2.2% | +2.7% |
| 3M | +10.2% | +5.2% | +5.0% | +9.3% |
| 6M | +16.6% | +5.4% | +11.1% | +15.3% |
| YTD | +45.8% | +12.4% | +33.4% | +42.4% |
| 1Y | +43.9% | +12.8% | +31.1% | +40.2% |
| 3Y | +89.6% | +47.2% | +42.4% | +74.4% |
| 5Y | +100.3% | +101.1% | -0.8% | +73.3% |
| All | +755.9% | +57.4% | +698.6% | +634.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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