+14,337.8%
DE vs NI
+5,156.7%
+9,181.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.1% | -2.3% |
| 7D | +0.7% | +2.3% | -1.6% | -0.2% |
| 30D | +9.6% | -1.7% | +11.3% | +10.3% |
| 3M | +19.0% | -8.0% | +27.0% | +22.7% |
| 6M | +16.1% | -8.6% | +24.7% | +19.8% |
| YTD | +47.0% | +2.3% | +44.7% | +45.2% |
| 1Y | +43.1% | +6.9% | +36.2% | +38.5% |
| 3Y | +77.5% | +70.6% | +6.9% | +41.1% |
| 5Y | +96.4% | +96.4% | 0.0% | +46.0% |
| 10Y | +852.9% | +136.1% | +716.7% | +536.2% |
| All | +14,337.8% | +5,156.7% | +9,181.1% | +3,065.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling