+95.9%
DE vs COMP
-49.4%
+145.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.6% |
| 7D | +0.7% | +4.1% | -3.4% | +0.3% |
| 30D | +9.6% | -14.5% | +24.2% | +11.0% |
| 3M | +19.0% | +41.8% | -22.8% | +15.0% |
| 6M | +16.1% | +23.6% | -7.5% | +12.7% |
| YTD | +47.0% | +1.7% | +45.3% | +44.6% |
| 1Y | +43.1% | +12.6% | +30.6% | +39.1% |
| 3Y | +77.5% | +221.9% | -144.4% | +53.6% |
| 5Y | +96.4% | -28.1% | +124.5% | +85.2% |
| All | +95.9% | -49.4% | +145.3% | +88.8% |
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