+63.8%
EW vs DE
+93.1%
-29.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +6.5% | +2.3% | +4.2% | +6.3% |
| 30D | +22.5% | +9.3% | +13.1% | +21.6% |
| 3M | +13.0% | +12.2% | +0.8% | +11.9% |
| 6M | +37.1% | +18.1% | +19.0% | +35.0% |
| YTD | +24.1% | +49.8% | -25.6% | +18.1% |
| 1Y | +24.2% | +46.4% | -22.1% | +18.5% |
| All | +63.8% | +93.1% | -29.3% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling