+958.2%
DE vs P
+485.4%
+472.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +10.0% | +6.5% | +3.5% | +8.9% |
| 30D | +13.3% | +18.8% | -5.5% | +9.8% |
| 3M | +17.5% | +26.7% | -9.2% | +12.1% |
| 6M | +13.6% | +62.2% | -48.6% | +3.2% |
| YTD | +49.8% | +48.5% | +1.3% | +37.2% |
| 1Y | +47.9% | +26.4% | +21.5% | +36.7% |
| 3Y | +72.5% | +159.4% | -86.9% | +31.6% |
| 5Y | +90.2% | +275.8% | -185.6% | +31.0% |
| 10Y | +865.4% | +732.0% | +133.3% | +483.1% |
| All | +958.2% | +485.4% | +472.8% | +531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling