+47.9%
DE vs AR
+22.7%
+25.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +10.0% | +2.5% | +7.5% | +10.1% |
| 30D | +13.3% | +14.8% | -1.5% | +13.9% |
| 3M | +17.5% | +6.2% | +11.3% | +18.0% |
| 6M | +13.6% | +4.3% | +9.3% | +13.5% |
| YTD | +49.8% | +14.4% | +35.4% | +49.0% |
| 1Y | +47.9% | +21.3% | +26.5% | +48.8% |
| All | +47.9% | +22.7% | +25.2% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling