+11.0%
EW vs DE
+49.4%
-38.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | -0.3% | +10.0% | -10.4% | -0.5% |
| 30D | +1.0% | +13.3% | -12.3% | +0.9% |
| 3M | +2.8% | +17.5% | -14.7% | +2.2% |
| 6M | +5.5% | +13.6% | -8.1% | +5.1% |
| YTD | +5.5% | +49.8% | -44.3% | +0.6% |
| 1Y | +11.0% | +47.9% | -36.8% | +4.9% |
| All | +11.0% | +49.4% | -38.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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