+1,637.8%
DE vs BR
+1,281.7%
+356.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -3.0% | -5.0% | +2.0% | -0.6% |
| 30D | +11.1% | -2.5% | +13.6% | +12.3% |
| 3M | +17.6% | +13.5% | +4.1% | +9.4% |
| 6M | +13.6% | -9.4% | +23.0% | +17.2% |
| YTD | +46.3% | -23.3% | +69.5% | +62.8% |
| 1Y | +44.2% | -31.6% | +75.8% | +70.1% |
| 3Y | +76.6% | -5.1% | +81.6% | +72.2% |
| 5Y | +98.2% | +8.2% | +90.0% | +75.4% |
| 10Y | +863.5% | +189.8% | +673.7% | +375.7% |
| All | +1,637.8% | +1,281.7% | +356.1% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling