+852.9%
DE vs RF
+334.9%
+518.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.3% |
| 7D | +0.7% | +2.7% | -2.0% | -0.5% |
| 30D | +9.6% | -3.4% | +13.0% | +11.2% |
| 3M | +19.0% | +6.4% | +12.6% | +15.6% |
| 6M | +16.1% | +13.4% | +2.7% | +9.5% |
| YTD | +47.0% | +14.2% | +32.8% | +37.8% |
| 1Y | +43.1% | +15.7% | +27.4% | +33.0% |
| 3Y | +77.5% | +91.3% | -13.8% | +27.9% |
| 5Y | +96.4% | +89.8% | +6.6% | +36.6% |
| 10Y | +852.9% | +336.7% | +516.2% | +360.0% |
| All | +852.9% | +334.9% | +518.0% | +360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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