+998.2%
C vs DE
+14,410.5%
-13,412.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.2% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | -6.0% | +2.3% | -8.2% | -7.4% |
| 3M | -10.5% | +9.5% | -20.0% | -15.6% |
| 6M | -5.7% | +14.1% | -19.8% | -13.5% |
| YTD | +4.1% | +45.4% | -41.3% | -17.5% |
| 1Y | +20.5% | +42.9% | -22.4% | -3.9% |
| 3Y | +208.1% | +84.8% | +123.3% | +108.8% |
| 5Y | +110.4% | +101.8% | +8.6% | +30.3% |
| 10Y | +234.6% | +788.0% | -553.4% | -7.8% |
| All | +998.2% | +14,410.5% | -13,412.2% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling