+1,845.0%
DE vs CAPR
-99.1%
+1,944.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.9% | +9.4% | -0.4% |
| 7D | +3.3% | +7.6% | -4.4% | +3.2% |
| 30D | +10.7% | +13.3% | -2.5% | +10.5% |
| 3M | +13.1% | +130.4% | -117.3% | +11.2% |
| 6M | +20.2% | -70.8% | +91.0% | +21.0% |
| YTD | +48.9% | -69.3% | +118.1% | +49.5% |
| 1Y | +46.6% | +59.5% | -12.9% | +39.1% |
| 3Y | +91.4% | +216.8% | -125.4% | +76.3% |
| 5Y | +108.1% | +152.7% | -44.6% | +90.7% |
| 10Y | +782.7% | -68.2% | +850.9% | +677.8% |
| All | +1,845.0% | -99.1% | +1,944.1% | +1,410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling