+44.6%
C vs DE
+42.9%
+1.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +2.6% | -3.0% | +5.6% | +3.0% |
| 30D | +1.9% | +11.1% | -9.2% | +0.4% |
| 3M | +2.8% | +17.6% | -14.8% | +0.5% |
| 6M | +30.6% | +13.6% | +17.0% | +27.5% |
| YTD | +19.9% | +46.3% | -26.4% | +16.2% |
| 1Y | +44.6% | +44.2% | +0.4% | +39.1% |
| All | +44.6% | +42.9% | +1.7% | +39.1% |
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 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