+1,683.3%
BE vs DE
+75.0%
+1,608.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.6% |
| 7D | +23.9% | -3.0% | +27.0% | +25.5% |
| 30D | +27.8% | +11.1% | +16.7% | +21.2% |
| 3M | +3.7% | +17.6% | -13.9% | -4.3% |
| 6M | +78.0% | +13.6% | +64.4% | +66.4% |
| YTD | +209.9% | +46.3% | +163.6% | +150.9% |
| 1Y | +389.6% | +44.2% | +345.4% | +295.1% |
| All | +1,683.3% | +75.0% | +1,608.3% | +1,017.1% |
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