+91.6%
DE vs PL
+81.7%
+9.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | +0.7% | -7.5% | +8.2% | +1.3% |
| 30D | +9.6% | -25.6% | +35.2% | +12.1% |
| 3M | +19.0% | -45.6% | +64.6% | +24.0% |
| 6M | +16.1% | -29.5% | +45.6% | +17.0% |
| YTD | +47.0% | -9.7% | +56.7% | +44.6% |
| 1Y | +43.1% | +84.4% | -41.2% | +31.2% |
| 3Y | +77.5% | +550.0% | -472.5% | +35.7% |
| 5Y | +96.4% | +79.0% | +17.4% | +54.1% |
| All | +91.6% | +81.7% | +9.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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