+77.2%
DE vs A
+31.5%
+45.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.8% | -1.1% |
| 7D | +0.7% | -2.1% | +2.7% | +1.3% |
| 30D | +9.6% | +0.6% | +9.0% | +9.3% |
| 3M | +19.0% | +10.9% | +8.1% | +15.2% |
| 6M | +16.1% | +28.2% | -12.1% | +7.0% |
| YTD | +47.0% | +8.6% | +38.5% | +42.5% |
| 1Y | +43.1% | +15.5% | +27.6% | +35.6% |
| All | +77.2% | +31.5% | +45.7% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling