-29.4%
EW vs DE
+96.1%
-125.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -5.1% | -3.0% | -2.1% | -4.7% |
| 30D | -6.4% | +11.1% | -17.5% | -7.9% |
| 3M | -1.6% | +17.6% | -19.2% | -4.3% |
| 6M | +2.3% | +13.6% | -11.3% | -0.2% |
| YTD | +1.1% | +46.3% | -45.2% | -6.2% |
| 1Y | +8.0% | +44.2% | -36.2% | +0.3% |
| 3Y | +16.3% | +76.6% | -60.2% | +2.4% |
| 5Y | -29.4% | +98.2% | -127.6% | -40.4% |
| All | -29.4% | +96.1% | -125.5% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling