+851.5%
DE vs BR
+189.7%
+661.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.6% | -3.0% | +0.4% | -1.3% |
| 30D | +9.0% | -0.3% | +9.3% | +9.0% |
| 3M | +19.1% | +17.3% | +1.8% | +10.5% |
| 6M | +14.4% | -6.7% | +21.1% | +16.5% |
| YTD | +45.9% | -23.4% | +69.4% | +61.7% |
| 1Y | +43.6% | -32.7% | +76.3% | +69.2% |
| 3Y | +75.9% | -5.9% | +81.8% | +72.8% |
| 5Y | +98.8% | +8.4% | +90.3% | +77.2% |
| All | +851.5% | +189.7% | +661.8% | +449.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling