+14,179.2%
DE vs D
+2,450.0%
+11,729.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.9% |
| 7D | -0.6% | +3.0% | -3.5% | -1.8% |
| 30D | +2.3% | +11.5% | -9.2% | -2.3% |
| 3M | +9.5% | +3.7% | +5.8% | +7.6% |
| 6M | +14.1% | +13.5% | +0.5% | +7.7% |
| YTD | +45.4% | +20.7% | +24.7% | +33.8% |
| 1Y | +42.9% | +18.2% | +24.7% | +32.4% |
| 3Y | +84.8% | +73.3% | +11.5% | +43.4% |
| 5Y | +101.8% | +12.3% | +89.6% | +84.7% |
| 10Y | +788.0% | +43.4% | +744.6% | +598.7% |
| All | +14,179.2% | +2,450.0% | +11,729.2% | +3,544.2% |
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