+755.9%
DE vs ROP
+185.2%
+570.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.3% | +0.7% | -0.4% | -0.1% |
| 30D | +3.6% | +28.8% | -25.2% | -9.4% |
| 3M | +10.2% | +21.1% | -10.8% | -0.8% |
| 6M | +16.6% | +52.5% | -36.0% | -8.6% |
| YTD | +45.8% | +8.9% | +36.9% | +36.5% |
| 1Y | +43.9% | +8.2% | +35.7% | +35.2% |
| 3Y | +89.6% | -5.2% | +94.8% | +89.2% |
| 5Y | +100.3% | +1.7% | +98.6% | +87.3% |
| All | +755.9% | +185.2% | +570.7% | +310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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