+2,148.0%
DE vs SPXU
-100.0%
+2,248.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.3% |
| 7D | +0.7% | -1.5% | +2.2% | +0.2% |
| 30D | +9.6% | +3.7% | +5.9% | +11.0% |
| 3M | +19.0% | -9.6% | +28.5% | +15.6% |
| 6M | +16.1% | -32.4% | +48.4% | +3.0% |
| YTD | +47.0% | -28.7% | +75.7% | +33.4% |
| 1Y | +43.1% | -38.2% | +81.4% | +24.2% |
| 3Y | +77.5% | -80.4% | +157.9% | +12.8% |
| 5Y | +96.4% | -86.0% | +182.4% | +28.0% |
| 10Y | +852.9% | -99.5% | +952.4% | +161.7% |
| All | +2,148.0% | -100.0% | +2,248.0% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling