+66.9%
T vs DE
+867.0%
-800.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.4% | -2.4% | -0.1% | -1.9% |
| 30D | +4.3% | +9.7% | -5.4% | +1.7% |
| 3M | +11.6% | +21.4% | -9.8% | +5.8% |
| 6M | -5.6% | +15.0% | -20.6% | -9.6% |
| YTD | +6.6% | +46.4% | -39.9% | -4.8% |
| 1Y | -8.4% | +45.6% | -54.0% | -18.2% |
| 3Y | +107.8% | +76.8% | +31.1% | +72.3% |
| 5Y | +68.3% | +99.4% | -31.1% | +29.8% |
| All | +66.9% | +867.0% | -800.1% | -20.3% |
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