+75.9%
DE vs NI
+68.9%
+6.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +9.0% | -1.4% | +10.4% | +9.5% |
| 3M | +19.1% | -10.6% | +29.7% | +23.2% |
| 6M | +14.4% | -9.3% | +23.7% | +17.6% |
| YTD | +45.9% | +1.1% | +44.8% | +45.0% |
| 1Y | +43.6% | +3.4% | +40.2% | +41.2% |
| 3Y | +75.9% | +67.9% | +8.0% | +42.6% |
| All | +75.9% | +68.9% | +6.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling