+50.7%
O vs DE
+863.9%
-813.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.9% | -2.6% | -0.3% | -2.1% |
| 30D | -4.5% | +9.0% | -13.6% | -7.1% |
| 3M | -2.6% | +19.1% | -21.8% | -8.0% |
| 6M | -5.6% | +14.4% | -20.0% | -10.1% |
| YTD | +9.3% | +45.9% | -36.7% | -3.8% |
| 1Y | +4.3% | +43.6% | -39.3% | -7.9% |
| 3Y | +27.4% | +75.9% | -48.5% | +3.3% |
| 5Y | +17.1% | +98.8% | -81.7% | -12.3% |
| All | +50.7% | +863.9% | -813.2% | -32.3% |
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 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