+863.5%
DE vs D
+34.1%
+829.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | +11.1% | -2.1% | +13.2% | +11.9% |
| 3M | +17.6% | -0.7% | +18.3% | +17.7% |
| 6M | +13.6% | +5.6% | +8.0% | +11.0% |
| YTD | +46.3% | +14.6% | +31.7% | +39.1% |
| 1Y | +44.2% | +15.3% | +28.8% | +36.4% |
| 3Y | +76.6% | +59.1% | +17.5% | +47.0% |
| 5Y | +98.2% | +3.9% | +94.3% | +90.7% |
| 10Y | +863.5% | +38.5% | +825.0% | +785.0% |
| All | +863.5% | +34.1% | +829.5% | +785.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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