+14,609.3%
DE vs D
+2,347.4%
+12,261.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | +10.0% | +0.4% | +9.6% | +9.8% |
| 30D | +13.3% | -3.6% | +16.9% | +14.9% |
| 3M | +17.5% | -1.0% | +18.5% | +17.8% |
| 6M | +13.6% | +6.3% | +7.3% | +10.2% |
| YTD | +49.8% | +14.7% | +35.1% | +41.0% |
| 1Y | +47.9% | +16.9% | +30.9% | +37.6% |
| 3Y | +72.5% | +56.8% | +15.7% | +39.3% |
| 5Y | +90.2% | +5.2% | +85.0% | +78.9% |
| 10Y | +865.4% | +35.9% | +829.5% | +677.1% |
| All | +14,609.3% | +2,347.4% | +12,261.9% | +3,721.7% |
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