+5,071.9%
DE vs BG
+1,181.2%
+3,890.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -3.0% | +0.5% | -3.6% | -3.3% |
| 30D | +11.1% | +10.3% | +0.8% | +6.6% |
| 3M | +17.6% | -1.9% | +19.5% | +17.7% |
| 6M | +13.6% | +5.2% | +8.3% | +9.9% |
| YTD | +46.3% | +41.2% | +5.1% | +25.4% |
| 1Y | +44.2% | +50.5% | -6.4% | +19.4% |
| 3Y | +76.6% | +19.9% | +56.7% | +57.0% |
| 5Y | +98.2% | +86.7% | +11.5% | +43.4% |
| 10Y | +863.5% | +167.5% | +696.0% | +460.2% |
| All | +5,071.9% | +1,181.2% | +3,890.8% | +2,056.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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