+43.9%
DE vs P
+23.6%
+20.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | +0.3% | +11.6% | -11.3% | +0.2% |
| 30D | +3.6% | -23.7% | +27.2% | +3.6% |
| 3M | +10.2% | -8.0% | +18.2% | +10.1% |
| 6M | +16.6% | +27.9% | -11.3% | +15.1% |
| YTD | +45.8% | +61.2% | -15.3% | +44.1% |
| 1Y | +43.9% | +28.6% | +15.3% | +40.3% |
| All | +43.9% | +23.6% | +20.3% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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