+762.6%
DE vs CAPR
-63.2%
+825.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.7% | +6.9% | -1.7% |
| 7D | +2.3% | +19.1% | -16.7% | +2.0% |
| 30D | +4.4% | +48.8% | -44.4% | +3.6% |
| 3M | +9.8% | +144.4% | -134.6% | +7.4% |
| 6M | +15.8% | -67.5% | +83.3% | +16.4% |
| YTD | +47.0% | -64.5% | +111.5% | +47.3% |
| 1Y | +42.8% | +74.4% | -31.7% | +33.6% |
| 3Y | +88.9% | +265.7% | -176.8% | +68.5% |
| 5Y | +101.9% | +196.0% | -94.1% | +78.7% |
| All | +762.6% | -63.2% | +825.7% | +623.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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