+107.4%
DE vs GEN
+35.2%
+72.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +9.3% | +31.2% | -21.9% | +3.8% |
| 3M | +12.2% | +6.1% | +6.1% | +10.4% |
| 6M | +18.1% | +38.1% | -20.0% | +9.6% |
| YTD | +49.8% | +14.4% | +35.4% | +45.0% |
| 1Y | +46.4% | +15.1% | +31.3% | +41.5% |
| 3Y | +92.5% | +68.5% | +24.0% | +67.9% |
| 5Y | +107.4% | +35.8% | +71.6% | +88.5% |
| All | +107.4% | +35.2% | +72.2% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling