+98.2%
DE vs BP
+141.6%
-43.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.1% |
| 7D | -3.0% | +4.0% | -7.0% | -4.3% |
| 30D | +11.1% | +7.8% | +3.3% | +8.5% |
| 3M | +17.6% | +8.4% | +9.2% | +14.1% |
| 6M | +13.6% | +15.1% | -1.5% | +6.9% |
| YTD | +46.3% | +36.4% | +9.8% | +28.7% |
| 1Y | +44.2% | +40.9% | +3.3% | +24.9% |
| 3Y | +76.6% | +38.8% | +37.7% | +51.0% |
| 5Y | +98.2% | +141.1% | -42.9% | +26.1% |
| All | +98.2% | +141.6% | -43.4% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling