+14,609.3%
DE vs BP
+1,327.5%
+13,281.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.4% |
| 7D | +10.0% | +3.9% | +6.1% | +8.2% |
| 30D | +13.3% | +7.6% | +5.7% | +9.8% |
| 3M | +17.5% | +0.7% | +16.8% | +16.1% |
| 6M | +13.6% | +15.5% | -1.9% | +4.9% |
| YTD | +49.8% | +30.8% | +19.0% | +30.6% |
| 1Y | +47.9% | +34.3% | +13.6% | +26.9% |
| 3Y | +72.5% | +35.1% | +37.5% | +44.9% |
| 5Y | +90.2% | +126.8% | -36.6% | +23.5% |
| 10Y | +865.4% | +123.4% | +742.0% | +491.9% |
| All | +14,609.3% | +1,327.5% | +13,281.8% | +5,119.5% |
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 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