+43.6%
DE vs S
+8.9%
+34.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -2.6% | -0.7% | -1.9% | -2.6% |
| 30D | +9.0% | -11.4% | +20.5% | +8.7% |
| 3M | +19.1% | +33.8% | -14.7% | +20.4% |
| 6M | +14.4% | +39.5% | -25.1% | +14.8% |
| YTD | +45.9% | +31.7% | +14.3% | +46.3% |
| 1Y | +43.6% | +7.0% | +36.6% | +45.6% |
| All | +43.6% | +8.9% | +34.7% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling