+14,219.4%
DE vs BP
+1,406.2%
+12,813.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +0.3% | +3.8% | -3.5% | -1.3% |
| 30D | +3.6% | -5.3% | +8.9% | +5.7% |
| 3M | +10.2% | +9.3% | +1.0% | +5.7% |
| 6M | +16.6% | +7.2% | +9.4% | +11.5% |
| YTD | +45.8% | +38.0% | +7.8% | +23.8% |
| 1Y | +43.9% | +33.2% | +10.7% | +23.8% |
| 3Y | +89.6% | +50.3% | +39.3% | +51.8% |
| 5Y | +100.3% | +114.1% | -13.8% | +33.2% |
| 10Y | +760.8% | +140.7% | +620.1% | +409.6% |
| All | +14,219.4% | +1,406.2% | +12,813.2% | +4,845.3% |
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 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