+1,709.5%
BE vs DE
+88.0%
+1,621.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.6% |
| 7D | +10.8% | +0.3% | +10.5% | +10.9% |
| 30D | -19.8% | +3.6% | -23.3% | -20.7% |
| 3M | -18.7% | +10.2% | -29.0% | -22.3% |
| 6M | -33.7% | +16.6% | -50.3% | -38.2% |
| YTD | +121.0% | +45.8% | +75.1% | +83.3% |
| 1Y | +85.4% | +43.9% | +41.5% | +53.4% |
| 3Y | +1,709.5% | +89.6% | +1,619.9% | +1,028.5% |
| All | +1,709.5% | +88.0% | +1,621.5% | +1,028.5% |
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