+10,578.5%
DE vs IT
+6,105.9%
+4,472.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.9% |
| 7D | +10.0% | -6.0% | +16.1% | +11.4% |
| 30D | +13.3% | 0.0% | +13.3% | +13.0% |
| 3M | +17.5% | +13.1% | +4.4% | +12.5% |
| 6M | +13.6% | +11.7% | +1.9% | +8.0% |
| YTD | +49.8% | -26.1% | +75.9% | +54.7% |
| 1Y | +47.9% | -21.3% | +69.1% | +49.7% |
| 3Y | +72.5% | -46.7% | +119.3% | +86.9% |
| 5Y | +90.2% | -40.5% | +130.7% | +98.2% |
| 10Y | +865.4% | +103.9% | +761.5% | +653.3% |
| All | +10,578.5% | +6,105.9% | +4,472.6% | +4,477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling