+99.2%
DE vs P
+276.6%
-177.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +10.0% | +6.5% | +3.5% | +9.2% |
| 30D | +13.3% | +18.8% | -5.5% | +10.7% |
| 3M | +17.5% | +26.7% | -9.2% | +13.5% |
| 6M | +13.6% | +62.2% | -48.6% | +5.7% |
| YTD | +49.8% | +48.5% | +1.3% | +40.3% |
| 1Y | +47.9% | +26.4% | +21.5% | +39.2% |
| 3Y | +72.5% | +159.4% | -86.9% | +35.2% |
| All | +99.2% | +276.6% | -177.4% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling