+9.2%
O vs DE
+102.8%
-93.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -0.4% | +2.3% | -2.7% | -0.8% |
| 30D | +8.3% | +4.4% | +3.9% | +7.5% |
| 3M | -4.0% | +9.8% | -13.8% | -5.6% |
| 6M | -2.6% | +15.8% | -18.4% | -5.4% |
| YTD | +9.9% | +47.0% | -37.1% | +1.9% |
| 1Y | +9.8% | +42.8% | -33.0% | +2.3% |
| 3Y | +39.7% | +88.9% | -49.2% | +22.1% |
| 5Y | +9.2% | +101.9% | -92.7% | -6.8% |
| All | +9.2% | +102.8% | -93.6% | -6.8% |
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