+1,180.1%
DE vs BTG
+385.9%
+794.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -3.0% | +2.4% | -5.4% | -3.2% |
| 30D | +11.1% | +9.5% | +1.7% | +10.3% |
| 3M | +17.6% | +38.5% | -20.9% | +14.5% |
| 6M | +13.6% | +5.6% | +7.9% | +12.4% |
| YTD | +46.3% | +23.9% | +22.3% | +42.6% |
| 1Y | +44.2% | +32.1% | +12.0% | +39.4% |
| 3Y | +76.6% | +103.2% | -26.6% | +63.5% |
| 5Y | +98.2% | +79.7% | +18.5% | +83.7% |
| 10Y | +863.5% | +159.1% | +704.4% | +738.0% |
| All | +1,180.1% | +385.9% | +794.2% | +767.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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