+99.1%
DE vs A
+11.8%
+87.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +0.3% | -0.5% | +0.7% | +0.4% |
| 30D | +3.6% | 0.0% | +3.6% | +3.5% |
| 3M | +10.2% | +16.7% | -6.4% | +5.3% |
| 6M | +16.6% | +54.8% | -38.3% | +2.1% |
| YTD | +45.8% | +28.8% | +17.0% | +34.3% |
| 1Y | +43.9% | +19.3% | +24.6% | +35.7% |
| 3Y | +89.6% | +65.5% | +24.1% | +58.8% |
| All | +99.1% | +11.8% | +87.2% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling