+854.6%
DE vs ROP
+135.7%
+718.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.4% | -8.0% | +5.6% | +1.9% |
| 30D | +9.7% | -2.7% | +12.4% | +11.0% |
| 3M | +21.4% | +16.6% | +4.8% | +10.5% |
| 6M | +15.0% | +10.4% | +4.6% | +7.1% |
| YTD | +46.4% | -12.1% | +58.5% | +53.8% |
| 1Y | +45.6% | -23.6% | +69.3% | +65.6% |
| 3Y | +76.8% | -19.3% | +96.1% | +91.3% |
| 5Y | +99.4% | -15.4% | +114.8% | +104.6% |
| All | +854.6% | +135.7% | +718.9% | +412.3% |
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