+98.2%
DE vs S
-71.9%
+170.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.0% | -1.2% | -1.8% | -3.0% |
| 30D | +11.1% | -12.6% | +23.7% | +11.9% |
| 3M | +17.6% | +27.6% | -10.0% | +15.4% |
| 6M | +13.6% | +35.5% | -21.9% | +10.5% |
| YTD | +46.3% | +29.6% | +16.7% | +42.5% |
| 1Y | +44.2% | +8.1% | +36.1% | +42.2% |
| 3Y | +76.6% | +14.8% | +61.8% | +71.5% |
| 5Y | +98.2% | -70.6% | +168.8% | +102.4% |
| All | +98.2% | -71.9% | +170.1% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling