+14,609.3%
DE vs BAX
+900.4%
+13,708.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +10.0% | -1.1% | +11.2% | +10.3% |
| 30D | +13.3% | -5.5% | +18.8% | +14.9% |
| 3M | +17.5% | +33.5% | -16.0% | +7.8% |
| 6M | +13.6% | +35.9% | -22.3% | +3.3% |
| YTD | +49.8% | +35.4% | +14.4% | +35.4% |
| 1Y | +47.9% | +9.8% | +38.1% | +40.6% |
| 3Y | +72.5% | -32.7% | +105.3% | +82.2% |
| 5Y | +90.2% | -65.6% | +155.8% | +138.3% |
| 10Y | +865.4% | -34.9% | +900.3% | +905.9% |
| All | +14,609.3% | +900.4% | +13,708.8% | +6,515.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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