+14,596.5%
DE vs D
+2,436.6%
+12,159.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +3.5% | +0.8% | +2.8% | +3.2% |
| 30D | +11.3% | +10.7% | +0.6% | +6.6% |
| 3M | +11.6% | +2.3% | +9.3% | +10.3% |
| 6M | +20.9% | +12.5% | +8.4% | +14.5% |
| YTD | +49.7% | +20.1% | +29.6% | +38.0% |
| 1Y | +49.5% | +15.6% | +33.9% | +39.8% |
| 3Y | +94.7% | +75.2% | +19.5% | +50.4% |
| 5Y | +107.4% | +14.6% | +92.8% | +88.2% |
| 10Y | +793.2% | +43.8% | +749.4% | +602.1% |
| All | +14,596.5% | +2,436.6% | +12,159.9% | +3,658.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling