+21.3%
EXC vs DE
+72.4%
-51.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +0.9% |
| 7D | +1.2% | +0.7% | +0.5% | +1.2% |
| 30D | -2.7% | +9.6% | -12.4% | -3.5% |
| 3M | -1.0% | +19.0% | -19.9% | -2.7% |
| 6M | -9.3% | +16.1% | -25.3% | -10.7% |
| YTD | +3.6% | +47.0% | -43.4% | -1.5% |
| 1Y | +5.9% | +43.1% | -37.2% | +0.9% |
| 3Y | +21.3% | +77.5% | -56.2% | +9.3% |
| All | +21.3% | +72.4% | -51.1% | +9.3% |
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