+77.5%
DE vs IR
+8.4%
+69.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | +0.7% | +0.6% | +0.1% | +0.4% |
| 30D | +9.6% | -13.6% | +23.3% | +16.2% |
| 3M | +19.0% | +3.7% | +15.3% | +16.9% |
| 6M | +16.1% | -13.1% | +29.1% | +22.0% |
| YTD | +47.0% | -5.1% | +52.1% | +49.0% |
| 1Y | +43.1% | -6.5% | +49.6% | +45.4% |
| 3Y | +77.5% | +8.5% | +69.0% | +66.0% |
| All | +77.5% | +8.4% | +69.1% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling