+25.7%
C vs DE
+41.5%
-15.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | +2.0% | +3.6% | -1.6% | +1.5% |
| 3M | -10.1% | +10.2% | -20.4% | -11.3% |
| 6M | +1.0% | +16.6% | -15.6% | -1.1% |
| YTD | +8.5% | +45.8% | -37.3% | +7.2% |
| 1Y | +25.7% | +43.9% | -18.2% | +24.4% |
| All | +25.7% | +41.5% | -15.8% | +24.4% |
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