+198.7%
B vs DE
+72.4%
+126.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.0% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +1.4% | +9.6% | -8.3% | -1.0% |
| 3M | +12.2% | +19.0% | -6.8% | +7.1% |
| 6M | -2.1% | +16.1% | -18.2% | -6.2% |
| YTD | +2.9% | +47.0% | -44.1% | -6.2% |
| 1Y | +55.3% | +43.1% | +12.2% | +41.9% |
| 3Y | +198.7% | +77.5% | +121.2% | +151.7% |
| All | +198.7% | +72.4% | +126.3% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling