+47.9%
DE vs A
+21.7%
+26.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +10.0% | -1.9% | +12.0% | +10.3% |
| 30D | +13.3% | +6.9% | +6.4% | +12.0% |
| 3M | +17.5% | +9.2% | +8.3% | +15.6% |
| 6M | +13.6% | +25.7% | -12.1% | +8.7% |
| YTD | +49.8% | +11.5% | +38.3% | +45.8% |
| 1Y | +47.9% | +18.4% | +29.5% | +47.0% |
| All | +47.9% | +21.7% | +26.2% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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