+95.2%
DE vs PL
+84.9%
+10.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | 0.0% |
| 7D | +10.0% | -9.3% | +19.3% | +10.8% |
| 30D | +13.3% | -18.9% | +32.2% | +15.0% |
| 3M | +17.5% | -58.4% | +75.9% | +24.7% |
| 6M | +13.6% | -30.3% | +43.9% | +14.6% |
| YTD | +49.8% | -8.1% | +57.9% | +47.1% |
| 1Y | +47.9% | +180.5% | -132.6% | +29.7% |
| 3Y | +72.5% | +444.1% | -371.6% | +33.8% |
| 5Y | +90.2% | +83.0% | +7.2% | +49.2% |
| All | +95.2% | +84.9% | +10.3% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling