+851.5%
DE vs IT
+103.1%
+748.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -1.8% |
| 7D | -2.6% | -3.7% | +1.1% | -1.7% |
| 30D | +9.0% | +0.1% | +9.0% | +8.5% |
| 3M | +19.1% | +20.7% | -1.5% | +10.4% |
| 6M | +14.4% | +12.0% | +2.4% | +6.9% |
| YTD | +45.9% | -28.8% | +74.8% | +56.8% |
| 1Y | +43.6% | -25.5% | +69.1% | +50.4% |
| 3Y | +75.9% | -48.8% | +124.6% | +102.1% |
| 5Y | +98.8% | -42.7% | +141.5% | +110.1% |
| All | +851.5% | +103.1% | +748.4% | +468.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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