+110.0%
DE vs S
-56.8%
+166.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +10.0% | -7.7% | +17.7% | +10.5% |
| 30D | +13.3% | -5.3% | +18.7% | +13.5% |
| 3M | +17.5% | +20.3% | -2.8% | +15.9% |
| 6M | +13.6% | +47.4% | -33.8% | +10.1% |
| YTD | +49.8% | +32.5% | +17.3% | +46.0% |
| 1Y | +47.9% | +9.5% | +38.3% | +45.8% |
| 3Y | +72.5% | +15.5% | +57.0% | +67.9% |
| 5Y | +90.2% | -71.2% | +161.4% | +90.4% |
| All | +110.0% | -56.8% | +166.8% | +112.9% |
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