+99.6%
DE vs IT
-42.9%
+142.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -1.0% |
| 7D | -2.6% | -3.7% | +1.1% | -2.1% |
| 30D | +9.0% | +0.1% | +9.0% | +8.8% |
| 3M | +19.1% | +20.7% | -1.5% | +15.1% |
| 6M | +14.4% | +12.0% | +2.4% | +11.0% |
| YTD | +45.9% | -28.8% | +74.8% | +54.8% |
| 1Y | +43.6% | -25.5% | +69.1% | +49.8% |
| 3Y | +75.9% | -48.8% | +124.6% | +95.9% |
| All | +99.6% | -42.9% | +142.6% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling