+851.5%
DE vs SPXU
-99.6%
+951.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -1.1% |
| 7D | -2.6% | +2.5% | -5.0% | -1.8% |
| 30D | +9.0% | +4.2% | +4.8% | +10.5% |
| 3M | +19.1% | -9.3% | +28.4% | +16.0% |
| 6M | +14.4% | -30.7% | +45.1% | +3.0% |
| YTD | +45.9% | -28.1% | +74.1% | +33.5% |
| 1Y | +43.6% | -35.2% | +78.8% | +27.5% |
| 3Y | +75.9% | -79.9% | +155.8% | +15.2% |
| 5Y | +98.8% | -86.4% | +185.2% | +31.3% |
| All | +851.5% | -99.6% | +951.0% | +179.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling