+6,997.7%
DE vs BB
+314.8%
+6,683.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | +0.3% | +1.8% | -1.5% | +0.1% |
| 30D | +3.6% | +8.1% | -4.6% | +2.4% |
| 3M | +10.2% | -1.0% | +11.3% | +9.6% |
| 6M | +16.6% | +45.9% | -29.3% | +9.9% |
| YTD | +45.8% | +134.8% | -89.0% | +29.8% |
| 1Y | +43.9% | +104.6% | -60.7% | +29.8% |
| 3Y | +89.6% | +152.8% | -63.2% | +61.8% |
| 5Y | +100.3% | -17.4% | +117.8% | +88.0% |
| 10Y | +760.8% | +22.4% | +738.4% | +585.9% |
| All | +6,997.7% | +314.8% | +6,683.0% | +5,850.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling