+6,438.2%
EW vs DE
+6,035.2%
+403.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -0.3% | +10.0% | -10.4% | -2.5% |
| 30D | +1.0% | +13.3% | -12.3% | -1.9% |
| 3M | +2.8% | +17.5% | -14.7% | -1.3% |
| 6M | +5.5% | +13.6% | -8.1% | +1.7% |
| YTD | +5.5% | +49.8% | -44.3% | -4.9% |
| 1Y | +11.0% | +47.9% | -36.8% | +0.3% |
| 3Y | +17.7% | +72.5% | -54.8% | +1.0% |
| 5Y | -25.7% | +90.2% | -116.0% | -38.9% |
| 10Y | +132.8% | +865.4% | -732.6% | +30.4% |
| All | +6,438.2% | +6,035.2% | +403.0% | +2,294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling