+47.9%
DE vs SPXU
-40.4%
+88.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.1% |
| 7D | +10.0% | -0.1% | +10.1% | +10.0% |
| 30D | +13.3% | +0.8% | +12.5% | +13.5% |
| 3M | +17.5% | -4.7% | +22.2% | +16.8% |
| 6M | +13.6% | -29.6% | +43.2% | +7.1% |
| YTD | +49.8% | -29.9% | +79.7% | +41.2% |
| 1Y | +47.9% | -39.1% | +86.9% | +39.4% |
| All | +47.9% | -40.4% | +88.2% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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