+465.1%
STM vs DE
+762.0%
-297.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +12.0% | +0.3% | +11.7% | +11.9% |
| 30D | -0.4% | +3.6% | -3.9% | -2.4% |
| 3M | -13.2% | +10.2% | -23.4% | -18.5% |
| 6M | -26.1% | +16.6% | -42.6% | -32.9% |
| YTD | +81.2% | +45.8% | +35.4% | +42.3% |
| 1Y | +98.3% | +43.9% | +54.4% | +56.6% |
| 3Y | +16.7% | +89.6% | -72.9% | -22.9% |
| 5Y | -4.8% | +100.3% | -105.2% | -42.0% |
| All | +465.1% | +762.0% | -297.0% | +63.6% |
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