+955.4%
DE vs AR
-29.4%
+984.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +2.3% | +2.1% | +0.2% | +2.0% |
| 30D | +9.3% | +4.5% | +4.8% | +8.6% |
| 3M | +12.2% | +1.0% | +11.2% | +11.9% |
| 6M | +18.1% | +4.4% | +13.7% | +16.9% |
| YTD | +49.8% | +10.9% | +38.9% | +46.5% |
| 1Y | +46.4% | +8.6% | +37.8% | +43.3% |
| 3Y | +92.5% | +48.5% | +44.0% | +76.8% |
| 5Y | +107.4% | +95.7% | +11.6% | +79.7% |
| 10Y | +784.1% | +55.5% | +728.6% | +618.2% |
| All | +955.4% | -29.4% | +984.9% | +818.7% |
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 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