+77.2%
DE vs BP
+35.2%
+42.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.3% | -2.4% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | +9.6% | +9.1% | +0.5% | +7.4% |
| 3M | +19.0% | +3.9% | +15.1% | +17.8% |
| 6M | +16.1% | +13.6% | +2.4% | +10.7% |
| YTD | +47.0% | +34.0% | +13.0% | +32.3% |
| 1Y | +43.1% | +39.2% | +4.0% | +26.7% |
| All | +77.2% | +35.2% | +42.0% | +52.5% |
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