+851.5%
DE vs BAH
+207.9%
+643.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.6% | +4.3% | -6.8% | -3.6% |
| 30D | +9.0% | -2.5% | +11.5% | +9.5% |
| 3M | +19.1% | -0.9% | +20.1% | +18.8% |
| 6M | +14.4% | +1.5% | +12.9% | +12.6% |
| YTD | +45.9% | -8.0% | +53.9% | +45.9% |
| 1Y | +43.6% | -24.7% | +68.3% | +51.4% |
| 3Y | +75.9% | -28.4% | +104.3% | +77.3% |
| 5Y | +98.8% | +2.8% | +96.0% | +71.8% |
| All | +851.5% | +207.9% | +643.5% | +529.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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