+99.3%
DE vs AR
+148.0%
-48.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +0.7% | -1.8% | +2.5% | +1.0% |
| 30D | +9.6% | +12.6% | -2.9% | +7.6% |
| 3M | +19.0% | +10.0% | +8.9% | +16.9% |
| 6M | +16.1% | +0.6% | +15.4% | +15.3% |
| YTD | +47.0% | +13.4% | +33.6% | +42.8% |
| 1Y | +43.1% | +21.7% | +21.4% | +36.5% |
| 3Y | +77.5% | +45.8% | +31.7% | +58.5% |
| All | +99.3% | +148.0% | -48.7% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling