+784.1%
DE vs P
+686.0%
+98.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.1% |
| 7D | +2.3% | -4.7% | +7.0% | +2.8% |
| 30D | +9.3% | -31.4% | +40.8% | +15.5% |
| 3M | +12.2% | -2.6% | +14.8% | +10.7% |
| 6M | +18.1% | +21.9% | -3.9% | +10.4% |
| YTD | +49.8% | +58.9% | -9.2% | +31.8% |
| 1Y | +46.4% | +21.7% | +24.6% | +33.4% |
| 3Y | +92.5% | +193.3% | -100.8% | +34.2% |
| 5Y | +107.4% | +275.1% | -167.7% | +30.8% |
| 10Y | +784.1% | +655.3% | +128.7% | +332.0% |
| All | +784.1% | +686.0% | +98.1% | +332.0% |
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