+16,899.5%
DE vs M
+396.5%
+16,502.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.7% |
| 7D | +10.0% | +4.7% | +5.3% | +8.8% |
| 30D | +13.3% | -9.6% | +23.0% | +16.0% |
| 3M | +17.5% | +0.9% | +16.7% | +16.7% |
| 6M | +13.6% | +22.3% | -8.7% | +7.2% |
| YTD | +49.8% | +6.5% | +43.3% | +45.5% |
| 1Y | +47.9% | +38.8% | +9.1% | +33.9% |
| 3Y | +72.5% | +115.9% | -43.4% | +31.8% |
| 5Y | +90.2% | +28.6% | +61.6% | +53.4% |
| 10Y | +865.4% | -2.5% | +867.9% | +583.4% |
| All | +16,899.5% | +396.5% | +16,502.9% | +6,485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling