+903.8%
DE vs USFR
+27.6%
+876.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +9.6% | +0.3% | +9.3% | +9.4% |
| 3M | +19.0% | +1.0% | +18.0% | +18.3% |
| 6M | +16.1% | +1.9% | +14.1% | +14.7% |
| YTD | +47.0% | +2.7% | +44.4% | +44.6% |
| 1Y | +43.1% | +4.0% | +39.1% | +39.6% |
| 3Y | +77.5% | +14.0% | +63.5% | +63.1% |
| 5Y | +96.4% | +20.4% | +75.9% | +73.6% |
| 10Y | +852.9% | +28.1% | +824.8% | +709.0% |
| All | +903.8% | +27.6% | +876.2% | +742.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling