+75.5%
DE vs D
+63.9%
+11.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +10.0% | +1.5% | +8.6% | +9.5% |
| 30D | +13.3% | -2.6% | +15.9% | +14.2% |
| 3M | +17.5% | 0.0% | +17.5% | +17.3% |
| 6M | +13.6% | +7.4% | +6.2% | +10.7% |
| YTD | +49.8% | +15.9% | +33.9% | +42.8% |
| 1Y | +47.9% | +18.1% | +29.7% | +39.8% |
| All | +75.5% | +63.9% | +11.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling