+91.5%
DE vs PL
+41.8%
+49.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.6% |
| 7D | +2.3% | +22.3% | -19.9% | +0.7% |
| 30D | +4.4% | -8.3% | +12.7% | +4.9% |
| 3M | +9.8% | -43.3% | +53.0% | +14.1% |
| 6M | +15.8% | -65.8% | +81.6% | +24.0% |
| YTD | +47.0% | -29.5% | +76.5% | +46.7% |
| 1Y | +42.8% | +11.7% | +31.1% | +36.3% |
| 3Y | +88.9% | +540.6% | -451.6% | +43.9% |
| 5Y | +101.9% | +32.9% | +69.0% | +62.7% |
| All | +91.5% | +41.8% | +49.6% | +52.6% |
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