+43.6%
DE vs BR
-31.7%
+75.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.4% |
| 7D | -2.6% | -3.0% | +0.4% | -2.9% |
| 30D | +9.0% | -0.3% | +9.3% | +9.1% |
| 3M | +19.1% | +17.3% | +1.8% | +22.6% |
| 6M | +14.4% | -6.7% | +21.1% | +12.7% |
| YTD | +45.9% | -23.4% | +69.4% | +46.8% |
| 1Y | +43.6% | -32.7% | +76.3% | +47.5% |
| All | +43.6% | -31.7% | +75.3% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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