+851.5%
DE vs BB
+1.6%
+849.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | +9.0% | -12.5% | +21.6% | +10.3% |
| 3M | +19.1% | -17.4% | +36.6% | +20.6% |
| 6M | +14.4% | +119.1% | -104.8% | +3.4% |
| YTD | +45.9% | +102.4% | -56.4% | +33.0% |
| 1Y | +43.6% | +98.2% | -54.6% | +30.5% |
| 3Y | +75.9% | +46.9% | +28.9% | +59.7% |
| 5Y | +98.8% | -26.4% | +125.2% | +88.1% |
| All | +851.5% | +1.6% | +849.9% | +628.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling