+93.7%
DE vs COMP
-52.0%
+145.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.7% | -9.5% | +0.3% |
| 7D | -0.6% | +13.4% | -14.0% | -1.7% |
| 30D | +2.3% | +11.1% | -8.8% | +1.1% |
| 3M | +9.5% | -18.8% | +28.3% | +11.0% |
| 6M | +14.1% | +10.5% | +3.6% | +12.2% |
| YTD | +45.4% | -3.4% | +48.8% | +43.3% |
| 1Y | +42.9% | +19.7% | +23.2% | +38.0% |
| 3Y | +84.8% | +381.6% | -296.8% | +55.2% |
| 5Y | +101.8% | -17.6% | +119.4% | +87.8% |
| All | +93.7% | -52.0% | +145.7% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling