+5,609.5%
DE vs AU
+789.2%
+4,820.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | -3.0% | +0.6% | -3.7% | -3.1% |
| 30D | +11.1% | +12.3% | -1.2% | +9.5% |
| 3M | +17.6% | +29.4% | -11.7% | +13.7% |
| 6M | +13.6% | +3.2% | +10.4% | +12.1% |
| YTD | +46.3% | +31.8% | +14.5% | +39.9% |
| 1Y | +44.2% | +83.4% | -39.2% | +32.0% |
| 3Y | +76.6% | +623.1% | -546.5% | +34.3% |
| 5Y | +98.2% | +700.5% | -602.3% | +45.5% |
| 10Y | +863.5% | +717.6% | +145.9% | +548.2% |
| All | +5,609.5% | +789.2% | +4,820.3% | +3,440.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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