+46.4%
DE vs COMP
+16.3%
+30.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | +2.3% | +2.2% | +0.1% | +2.0% |
| 30D | +9.3% | +16.3% | -7.0% | +7.9% |
| 3M | +12.2% | -19.1% | +31.4% | +13.8% |
| 6M | +18.1% | +17.1% | +1.0% | +15.4% |
| YTD | +49.8% | -2.9% | +52.7% | +43.4% |
| 1Y | +46.4% | +8.8% | +37.6% | +38.4% |
| All | +46.4% | +16.3% | +30.1% | +38.4% |
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