-12.1%
DOW vs DE
+368.1%
-380.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.9% |
| 7D | -1.4% | -2.6% | +1.2% | +0.1% |
| 30D | -3.9% | +9.0% | -13.0% | -9.0% |
| 3M | -12.7% | +19.1% | -31.8% | -22.7% |
| 6M | -13.7% | +14.4% | -28.1% | -23.0% |
| YTD | +28.4% | +45.9% | -17.6% | -3.2% |
| 1Y | +21.8% | +43.6% | -21.8% | -7.7% |
| 3Y | -35.7% | +75.9% | -111.6% | -58.2% |
| 5Y | -36.8% | +98.8% | -135.6% | -65.0% |
| All | -12.1% | +368.1% | -380.2% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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