+854.6%
DE vs AR
+44.6%
+810.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | +9.7% | +3.5% | +6.2% | +9.2% |
| 3M | +21.4% | +9.9% | +11.5% | +19.7% |
| 6M | +15.0% | +4.5% | +10.5% | +13.8% |
| YTD | +46.4% | +13.7% | +32.8% | +43.0% |
| 1Y | +45.6% | +19.2% | +26.4% | +40.7% |
| 3Y | +76.8% | +46.2% | +30.6% | +62.7% |
| 5Y | +99.4% | +145.9% | -46.5% | +68.3% |
| All | +854.6% | +44.6% | +810.0% | +747.1% |
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