+84.8%
DE vs D
+79.5%
+5.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | -0.6% | +3.0% | -3.5% | -1.5% |
| 30D | +2.3% | +11.5% | -9.2% | -1.2% |
| 3M | +9.5% | +3.7% | +5.8% | +8.0% |
| 6M | +14.1% | +13.5% | +0.5% | +9.0% |
| YTD | +45.4% | +20.7% | +24.7% | +36.6% |
| 1Y | +42.9% | +18.2% | +24.7% | +34.8% |
| 3Y | +84.8% | +73.3% | +11.5% | +54.6% |
| All | +84.8% | +79.5% | +5.3% | +54.6% |
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