+77.5%
DE vs ALL
+150.3%
-72.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.5% |
| 7D | +0.7% | -1.7% | +2.4% | +1.0% |
| 30D | +9.6% | -4.7% | +14.3% | +10.4% |
| 3M | +19.0% | +18.4% | +0.6% | +14.8% |
| 6M | +16.1% | +20.5% | -4.4% | +11.6% |
| YTD | +47.0% | +23.5% | +23.5% | +40.3% |
| 1Y | +43.1% | +29.0% | +14.2% | +35.1% |
| 3Y | +77.5% | +153.7% | -76.2% | +47.8% |
| All | +77.5% | +150.3% | -72.8% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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