+46.1%
DE vs IR
+11.7%
+34.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +5.6% | +11.6% | -6.0% | +0.9% |
| 30D | -0.8% | +7.2% | -8.0% | -3.8% |
| 3M | +9.8% | -5.9% | +15.7% | +12.8% |
| 6M | +17.5% | +11.5% | +6.1% | +11.6% |
| YTD | +46.5% | +6.3% | +40.1% | +41.7% |
| 1Y | +46.1% | +9.1% | +37.0% | +39.4% |
| All | +46.1% | +11.7% | +34.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling