+16.3%
DE vs EL
+15.0%
+1.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | 0.0% |
| 7D | +10.0% | +0.8% | +9.2% | +10.1% |
| 30D | +13.3% | +19.8% | -6.5% | +13.8% |
| 3M | +17.5% | +25.7% | -8.2% | +18.3% |
| All | +16.3% | +15.0% | +1.4% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 6mo: compounded portfolio wealth divided by compounded EL 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…
6mo analysis · Full analysis span regression · 6 months rolling