+104.4%
DE vs S
-51.7%
+156.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +0.3% | +2.0% | -1.7% | +0.2% |
| 30D | +3.6% | -2.7% | +6.3% | +3.6% |
| 3M | +10.2% | -6.9% | +17.1% | +10.3% |
| 6M | +16.6% | +38.1% | -21.5% | +13.6% |
| YTD | +45.8% | +48.0% | -2.2% | +40.9% |
| 1Y | +43.9% | +34.5% | +9.4% | +39.9% |
| 3Y | +89.6% | +38.3% | +51.3% | +82.4% |
| 5Y | +100.3% | -70.9% | +171.2% | +100.3% |
| All | +104.4% | -51.7% | +156.2% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling