+585.5%
DE vs IR
+332.9%
+252.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +0.3% | +2.5% | -2.2% | -0.9% |
| 30D | +3.6% | +9.2% | -5.6% | -0.8% |
| 3M | +10.2% | +0.9% | +9.3% | +9.2% |
| 6M | +16.6% | +19.2% | -2.7% | +6.5% |
| YTD | +45.8% | +7.5% | +38.3% | +38.9% |
| 1Y | +43.9% | +11.7% | +32.2% | +34.4% |
| 3Y | +89.6% | +23.9% | +65.7% | +63.1% |
| 5Y | +100.3% | +46.4% | +54.0% | +55.0% |
| All | +585.5% | +332.9% | +252.6% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling