+309.8%
BE vs DE
+45.1%
+264.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.3% | +7.0% | +6.7% |
| 7D | +9.0% | -2.6% | +11.6% | +9.4% |
| 30D | +16.3% | +9.0% | +7.2% | +14.6% |
| 3M | +10.8% | +19.1% | -8.3% | +8.4% |
| 6M | +73.2% | +14.4% | +58.8% | +68.4% |
| YTD | +217.4% | +45.9% | +171.4% | +243.0% |
| 1Y | +309.8% | +43.6% | +266.2% | +350.6% |
| All | +309.8% | +45.1% | +264.7% | +350.6% |
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 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