+99.4%
DE vs COMP
-49.2%
+148.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +2.4% |
| 7D | +3.5% | +14.5% | -11.0% | +2.3% |
| 30D | +11.3% | +14.9% | -3.6% | +9.8% |
| 3M | +11.6% | -14.2% | +25.8% | +12.6% |
| 6M | +20.9% | +23.7% | -2.9% | +17.7% |
| YTD | +49.7% | +2.1% | +47.6% | +46.8% |
| 1Y | +49.5% | +26.2% | +23.3% | +43.7% |
| 3Y | +94.7% | +470.9% | -376.2% | +61.3% |
| 5Y | +107.4% | -14.0% | +121.4% | +92.3% |
| All | +99.4% | -49.2% | +148.6% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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