+863.5%
DE vs CAPR
-77.3%
+940.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.4% |
| 7D | -3.0% | -12.6% | +9.6% | -2.8% |
| 30D | +11.1% | +124.4% | -113.3% | +9.1% |
| 3M | +17.6% | -66.8% | +84.4% | +18.4% |
| 6M | +13.6% | -71.8% | +85.4% | +14.6% |
| YTD | +46.3% | -70.1% | +116.3% | +47.3% |
| 1Y | +44.2% | +33.3% | +10.8% | +35.7% |
| 3Y | +76.6% | +36.7% | +39.9% | +61.0% |
| 5Y | +98.2% | +72.5% | +25.8% | +77.7% |
| 10Y | +863.5% | -77.3% | +940.8% | +717.7% |
| All | +863.5% | -77.3% | +940.8% | +717.7% |
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