+14,609.3%
DE vs RF
+1,537.4%
+13,071.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +10.0% | +1.3% | +8.7% | +9.6% |
| 30D | +13.3% | -3.6% | +16.9% | +14.4% |
| 3M | +17.5% | +8.1% | +9.4% | +14.8% |
| 6M | +13.6% | +11.5% | +2.1% | +10.0% |
| YTD | +49.8% | +15.6% | +34.2% | +43.4% |
| 1Y | +47.9% | +15.7% | +32.2% | +41.3% |
| 3Y | +72.5% | +86.9% | -14.4% | +42.1% |
| 5Y | +90.2% | +89.8% | +0.4% | +53.7% |
| 10Y | +865.4% | +344.7% | +520.7% | +503.5% |
| All | +14,609.3% | +1,537.4% | +13,071.9% | +5,054.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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