+99.3%
DE vs ROL
-4.9%
+104.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.3% |
| 7D | +0.7% | -3.4% | +4.1% | +1.4% |
| 30D | +9.6% | -6.9% | +16.6% | +11.2% |
| 3M | +19.0% | -24.6% | +43.6% | +25.5% |
| 6M | +16.1% | -39.5% | +55.6% | +28.7% |
| YTD | +47.0% | -41.1% | +88.1% | +64.0% |
| 1Y | +43.1% | -37.9% | +81.1% | +57.6% |
| 3Y | +77.5% | +0.8% | +76.7% | +73.8% |
| All | +99.3% | -4.9% | +104.1% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling