+99.1%
DE vs PL
+31.5%
+67.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | +0.3% | +10.0% | -9.8% | -0.5% |
| 30D | +3.6% | -2.3% | +5.8% | +3.5% |
| 3M | +10.2% | -44.2% | +54.5% | +14.7% |
| 6M | +16.6% | -66.1% | +82.7% | +24.9% |
| YTD | +45.8% | -30.0% | +75.8% | +45.6% |
| 1Y | +43.9% | +21.0% | +22.9% | +36.5% |
| 3Y | +89.6% | +516.5% | -426.9% | +45.1% |
| All | +99.1% | +31.5% | +67.5% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling