+14,606.5%
DE vs BP
+1,374.8%
+13,231.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | +2.3% | -0.8% | +3.0% | +2.6% |
| 30D | +9.3% | -3.1% | +12.5% | +10.6% |
| 3M | +12.2% | +6.2% | +6.1% | +9.0% |
| 6M | +18.1% | +4.8% | +13.3% | +14.1% |
| YTD | +49.8% | +35.2% | +14.6% | +28.3% |
| 1Y | +46.4% | +27.4% | +19.0% | +28.4% |
| 3Y | +92.5% | +49.8% | +42.8% | +54.3% |
| 5Y | +107.4% | +109.4% | -2.0% | +39.2% |
| 10Y | +784.1% | +135.7% | +648.4% | +428.2% |
| All | +14,606.5% | +1,374.8% | +13,231.8% | +5,025.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling