+98.7%
DE vs AR
+71.8%
+26.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -0.6% | -14.3% | +13.7% | +1.7% |
| 30D | +2.3% | +1.4% | +0.8% | +1.9% |
| 3M | +9.5% | +3.4% | +6.1% | +8.7% |
| 6M | +14.1% | -2.1% | +16.2% | +13.9% |
| YTD | +45.4% | +4.7% | +40.7% | +42.7% |
| 1Y | +42.9% | +10.6% | +32.3% | +38.5% |
| 3Y | +84.8% | +24.6% | +60.2% | +70.2% |
| All | +98.7% | +71.8% | +26.8% | +74.2% |
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