+46.1%
DE vs COMP
+23.8%
+22.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +1.0% |
| 7D | +5.6% | +9.5% | -3.9% | +4.8% |
| 30D | -0.8% | +8.1% | -8.9% | -1.5% |
| 3M | +9.8% | -16.3% | +26.2% | +11.0% |
| 6M | +17.5% | +42.2% | -24.7% | +12.6% |
| YTD | +46.5% | -5.0% | +51.5% | +40.4% |
| 1Y | +46.1% | +20.1% | +26.0% | +34.5% |
| All | +46.1% | +23.8% | +22.3% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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