+7,692.7%
EW vs DE
+5,872.6%
+1,820.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +23.9% | +3.6% | +20.4% | +23.0% |
| 3M | +15.8% | +10.2% | +5.5% | +12.9% |
| 6M | +31.7% | +16.6% | +15.1% | +26.3% |
| YTD | +25.7% | +45.8% | -20.1% | +13.8% |
| 1Y | +24.4% | +43.9% | -19.5% | +12.9% |
| 3Y | +65.9% | +89.6% | -23.7% | +39.0% |
| 5Y | -7.6% | +100.3% | -108.0% | -24.9% |
| 10Y | +253.2% | +760.8% | -507.6% | +102.1% |
| All | +7,692.7% | +5,872.6% | +1,820.1% | +2,766.9% |
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 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