+153.1%
MAR vs DE
+97.0%
+56.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -2.4% | +0.3% | -1.3% |
| 30D | -5.7% | +9.7% | -15.4% | -8.9% |
| 3M | -14.6% | +21.4% | -36.0% | -20.9% |
| 6M | +1.3% | +15.0% | -13.7% | -4.6% |
| YTD | +6.7% | +46.4% | -39.7% | -9.4% |
| 1Y | +26.4% | +45.6% | -19.2% | +7.4% |
| 3Y | +64.7% | +76.8% | -12.0% | +27.9% |
| 5Y | +153.1% | +99.4% | +53.6% | +86.3% |
| All | +153.1% | +97.0% | +56.1% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling