+927.2%
DE vs P
+469.1%
+458.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.3% | +0.7% |
| 7D | -0.6% | -23.8% | +23.2% | +3.1% |
| 30D | +2.3% | -36.6% | +38.9% | +8.5% |
| 3M | +9.5% | +10.9% | -1.4% | +5.8% |
| 6M | +14.1% | +30.0% | -15.9% | +6.2% |
| YTD | +45.4% | +44.4% | +1.0% | +32.1% |
| 1Y | +42.9% | +3.9% | +39.0% | +35.2% |
| 3Y | +84.8% | +176.6% | -91.8% | +37.4% |
| 5Y | +101.8% | +249.3% | -147.5% | +39.1% |
| 10Y | +788.0% | +726.9% | +61.1% | +432.0% |
| All | +927.2% | +469.1% | +458.1% | +507.4% |
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