+47.9%
DE vs IR
-1.2%
+49.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | +10.0% | -2.8% | +12.9% | +11.2% |
| 30D | +13.3% | -15.1% | +28.5% | +21.5% |
| 3M | +17.5% | +6.1% | +11.4% | +14.2% |
| 6M | +13.6% | -16.8% | +30.4% | +21.5% |
| YTD | +49.8% | -3.5% | +53.3% | +51.6% |
| 1Y | +47.9% | -3.5% | +51.4% | +48.1% |
| All | +47.9% | -1.2% | +49.1% | +48.1% |
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