+854.6%
DE vs BP
+137.6%
+717.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.4% | +5.7% | -8.1% | -4.6% |
| 30D | +9.7% | +8.1% | +1.6% | +6.3% |
| 3M | +21.4% | +8.6% | +12.8% | +16.4% |
| 6M | +15.0% | +18.1% | -3.1% | +5.5% |
| YTD | +46.4% | +37.6% | +8.8% | +25.2% |
| 1Y | +45.6% | +39.4% | +6.2% | +23.4% |
| 3Y | +76.8% | +40.1% | +36.7% | +46.5% |
| 5Y | +99.4% | +141.3% | -41.9% | +24.5% |
| All | +854.6% | +137.6% | +717.0% | +497.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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