+755.9%
DE vs P
+652.0%
+103.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | +0.3% | +11.6% | -11.3% | -1.6% |
| 30D | +3.6% | -23.7% | +27.2% | +7.5% |
| 3M | +10.2% | -8.0% | +18.2% | +9.9% |
| 6M | +16.6% | +27.9% | -11.3% | +8.0% |
| YTD | +45.8% | +61.2% | -15.3% | +28.0% |
| 1Y | +43.9% | +28.6% | +15.3% | +29.7% |
| 3Y | +89.6% | +200.5% | -110.9% | +31.5% |
| 5Y | +100.3% | +282.9% | -182.6% | +25.8% |
| All | +755.9% | +652.0% | +103.9% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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