+955.6%
DE vs AR
-27.2%
+982.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +10.0% | +2.5% | +7.5% | +9.7% |
| 30D | +13.3% | +14.8% | -1.5% | +11.3% |
| 3M | +17.5% | +6.2% | +11.3% | +16.3% |
| 6M | +13.6% | +4.3% | +9.3% | +12.4% |
| YTD | +49.8% | +14.4% | +35.4% | +46.2% |
| 1Y | +47.9% | +21.3% | +26.5% | +42.5% |
| 3Y | +72.5% | +39.8% | +32.7% | +59.8% |
| 5Y | +90.2% | +142.1% | -51.8% | +60.5% |
| 10Y | +865.4% | +52.0% | +813.3% | +687.4% |
| All | +955.6% | -27.2% | +982.9% | +816.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling