+94.7%
DE vs BP
+48.4%
+46.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +2.3% | -0.8% | +3.0% | +2.4% |
| 30D | +9.3% | -3.1% | +12.5% | +10.0% |
| 3M | +12.2% | +6.2% | +6.1% | +10.5% |
| 6M | +18.1% | +4.8% | +13.3% | +16.4% |
| YTD | +49.8% | +35.2% | +14.6% | +33.9% |
| 1Y | +46.4% | +27.4% | +19.0% | +33.6% |
| All | +94.7% | +48.4% | +46.3% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling