+99.3%
DE vs ALL
+115.0%
-15.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.2% |
| 7D | +0.7% | -1.7% | +2.4% | +1.2% |
| 30D | +9.6% | -4.7% | +14.3% | +11.0% |
| 3M | +19.0% | +18.4% | +0.6% | +12.4% |
| 6M | +16.1% | +20.5% | -4.4% | +9.0% |
| YTD | +47.0% | +23.5% | +23.5% | +36.5% |
| 1Y | +43.1% | +29.0% | +14.2% | +30.7% |
| 3Y | +77.5% | +153.7% | -76.2% | +23.4% |
| All | +99.3% | +115.0% | -15.8% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling