+5,701.4%
DE vs A
+457.0%
+5,244.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +10.0% | -1.9% | +12.0% | +10.6% |
| 30D | +13.3% | +6.9% | +6.4% | +10.9% |
| 3M | +17.5% | +9.2% | +8.3% | +14.1% |
| 6M | +13.6% | +25.7% | -12.1% | +5.0% |
| YTD | +49.8% | +11.5% | +38.3% | +43.2% |
| 1Y | +47.9% | +18.4% | +29.5% | +38.5% |
| 3Y | +72.5% | +26.6% | +45.9% | +55.9% |
| 5Y | +90.2% | -12.8% | +103.0% | +88.2% |
| 10Y | +865.4% | +247.2% | +618.2% | +537.3% |
| All | +5,701.4% | +457.0% | +5,244.4% | +2,586.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling