+762.6%
DE vs ROL
+213.5%
+549.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | +2.3% | -1.7% | +4.0% | +2.9% |
| 30D | +4.4% | +18.5% | -14.1% | -1.4% |
| 3M | +9.8% | +4.3% | +5.4% | +7.9% |
| 6M | +15.8% | -27.7% | +43.5% | +27.9% |
| YTD | +47.0% | -35.8% | +82.7% | +68.9% |
| 1Y | +42.8% | -34.1% | +76.9% | +62.5% |
| 3Y | +88.9% | +2.9% | +86.0% | +79.4% |
| 5Y | +101.9% | +12.7% | +89.2% | +80.2% |
| All | +762.6% | +213.5% | +549.0% | +379.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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