+46.1%
DE vs BB
+88.0%
-41.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.0% | -5.4% | +1.4% |
| 7D | +5.6% | -6.8% | +12.4% | +5.7% |
| 30D | -0.8% | -3.5% | +2.7% | -0.8% |
| 3M | +9.8% | -1.2% | +11.1% | +9.9% |
| 6M | +17.5% | +57.0% | -39.4% | +15.7% |
| YTD | +46.5% | +131.1% | -84.7% | +40.2% |
| 1Y | +46.1% | +87.6% | -41.5% | +39.5% |
| All | +46.1% | +88.0% | -41.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling