+77.5%
DE vs S
+13.8%
+63.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.7% |
| 7D | +0.7% | -5.8% | +6.5% | +1.1% |
| 30D | +9.6% | -9.2% | +18.9% | +10.2% |
| 3M | +19.0% | +23.4% | -4.4% | +16.2% |
| 6M | +16.1% | +36.9% | -20.9% | +11.4% |
| YTD | +47.0% | +29.5% | +17.5% | +41.6% |
| 1Y | +43.1% | +5.4% | +37.7% | +41.2% |
| 3Y | +77.5% | +14.7% | +62.8% | +62.7% |
| All | +77.5% | +13.8% | +63.7% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling