+7,191.0%
DE vs BB
+258.8%
+6,932.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +10.0% | -5.6% | +15.7% | +10.7% |
| 30D | +13.3% | -11.8% | +25.1% | +14.6% |
| 3M | +17.5% | -25.5% | +43.0% | +20.3% |
| 6M | +13.6% | +121.3% | -107.7% | +2.4% |
| YTD | +49.8% | +103.2% | -53.4% | +36.2% |
| 1Y | +47.9% | +102.6% | -54.8% | +33.8% |
| 3Y | +72.5% | +37.5% | +35.0% | +57.5% |
| 5Y | +90.2% | -30.4% | +120.7% | +82.4% |
| 10Y | +865.4% | 0.0% | +865.4% | +690.2% |
| All | +7,191.0% | +258.8% | +6,932.2% | +6,141.2% |
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