+82.2%
DE vs AS
+131.9%
-49.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | +2.3% | -3.0% | +5.3% | +2.7% |
| 30D | +9.3% | +9.6% | -0.2% | +7.9% |
| 3M | +12.2% | -8.2% | +20.4% | +13.3% |
| 6M | +18.1% | -9.9% | +28.0% | +19.2% |
| YTD | +49.8% | -16.8% | +66.5% | +52.4% |
| 1Y | +46.4% | +3.0% | +43.4% | +43.7% |
| All | +82.2% | +131.9% | -49.7% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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