+99.6%
DE vs SU
+348.9%
-249.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.6% | +2.2% | -4.8% | -3.2% |
| 30D | +9.0% | +8.4% | +0.6% | +6.4% |
| 3M | +19.1% | +12.1% | +7.1% | +14.6% |
| 6M | +14.4% | +19.7% | -5.3% | +6.8% |
| YTD | +45.9% | +58.4% | -12.5% | +24.0% |
| 1Y | +43.6% | +67.2% | -23.6% | +19.6% |
| 3Y | +75.9% | +125.0% | -49.2% | +29.9% |
| All | +99.6% | +348.9% | -249.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 5y: compounded portfolio wealth divided by compounded SU 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…
5y analysis · Full analysis span regression · 6 months rolling