+3,040.2%
DE vs MKTX
+1,442.6%
+1,597.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.6% | -0.2% | -2.3% | -2.5% |
| 30D | +9.0% | +0.7% | +8.3% | +8.9% |
| 3M | +19.1% | +40.8% | -21.7% | +9.1% |
| 6M | +14.4% | -8.0% | +22.4% | +14.8% |
| YTD | +45.9% | -8.7% | +54.7% | +46.7% |
| 1Y | +43.6% | -11.8% | +55.4% | +45.1% |
| 3Y | +75.9% | -24.0% | +99.9% | +79.2% |
| 5Y | +98.8% | -60.3% | +159.1% | +128.8% |
| 10Y | +861.4% | +5.0% | +856.5% | +727.9% |
| All | +3,040.2% | +1,442.6% | +1,597.6% | +1,010.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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