+84.9%
DE vs AUR
-35.7%
+120.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -2.6% | +1.4% | -4.0% | -2.7% |
| 30D | +9.0% | -6.4% | +15.4% | +9.3% |
| 3M | +19.1% | +7.7% | +11.4% | +18.3% |
| 6M | +14.4% | +44.5% | -30.1% | +11.2% |
| YTD | +45.9% | +67.4% | -21.5% | +40.4% |
| 1Y | +43.6% | +15.4% | +28.2% | +40.8% |
| 3Y | +75.9% | +94.8% | -19.0% | +58.3% |
| 5Y | +98.8% | -35.1% | +133.9% | +66.3% |
| All | +84.9% | -35.7% | +120.6% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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