+957.3%
DE vs P
+504.9%
+452.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +2.0% |
| 7D | +3.5% | -9.6% | +13.2% | +4.8% |
| 30D | +11.3% | -33.4% | +44.8% | +17.3% |
| 3M | +11.6% | +14.2% | -2.6% | +7.5% |
| 6M | +20.9% | +31.6% | -10.7% | +12.4% |
| YTD | +49.7% | +53.5% | -3.8% | +34.7% |
| 1Y | +49.5% | +14.2% | +35.3% | +39.3% |
| 3Y | +94.7% | +190.5% | -95.8% | +43.8% |
| 5Y | +107.4% | +256.3% | -149.0% | +42.8% |
| 10Y | +793.2% | +707.9% | +85.3% | +428.7% |
| All | +957.3% | +504.9% | +452.3% | +519.6% |
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