+562.3%
SE vs DE
+497.6%
+64.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -4.8% | -2.4% | -2.4% | -3.9% |
| 30D | -18.1% | +9.7% | -27.8% | -21.5% |
| 3M | +30.6% | +21.4% | +9.3% | +19.5% |
| 6M | +20.8% | +15.0% | +5.8% | +12.2% |
| YTD | -15.6% | +46.4% | -62.0% | -30.1% |
| 1Y | -44.2% | +45.6% | -89.8% | -53.9% |
| 3Y | +181.5% | +76.8% | +104.8% | +109.3% |
| 5Y | -66.9% | +99.4% | -166.3% | -77.3% |
| All | +562.3% | +497.6% | +64.7% | +143.9% |
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