+11.4%
B vs DE
+47.4%
-36.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -2.7% | +2.3% | -4.9% | -3.2% |
| 30D | -4.3% | +9.3% | -13.7% | -6.3% |
| 3M | -2.3% | +12.2% | -14.5% | -5.2% |
| 6M | -16.2% | +18.1% | -34.3% | -20.3% |
| YTD | -8.8% | +49.8% | -58.6% | -12.7% |
| 1Y | +11.4% | +46.4% | -35.0% | +6.2% |
| All | +11.4% | +47.4% | -36.1% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling