+43.6%
DE vs M
+34.0%
+9.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -1.2% |
| 7D | -2.6% | -4.2% | +1.6% | -2.1% |
| 30D | +9.0% | -7.2% | +16.2% | +9.9% |
| 3M | +19.1% | -11.1% | +30.3% | +20.5% |
| 6M | +14.4% | +28.8% | -14.4% | +10.6% |
| YTD | +45.9% | +2.0% | +43.9% | +44.6% |
| 1Y | +43.6% | +31.3% | +12.3% | +38.6% |
| All | +43.6% | +34.0% | +9.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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