+84.8%
DE vs PL
+455.3%
-370.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.4% | -9.1% | +0.5% |
| 7D | -0.6% | -6.8% | +6.3% | -0.2% |
| 30D | +2.3% | -29.3% | +31.5% | +4.5% |
| 3M | +9.5% | -44.8% | +54.3% | +13.7% |
| 6M | +14.1% | -68.4% | +82.5% | +22.2% |
| YTD | +45.4% | -36.4% | +81.8% | +46.2% |
| 1Y | +42.9% | +0.7% | +42.2% | +37.6% |
| 3Y | +84.8% | +455.3% | -370.5% | +38.4% |
| All | +84.8% | +455.3% | -370.5% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling