+2,450.7%
EXC vs DE
+14,844.7%
-12,394.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -1.4% | +2.3% | -3.6% | -1.9% |
| 30D | +8.3% | +9.3% | -1.1% | +6.2% |
| 3M | +2.6% | +12.2% | -9.6% | -0.2% |
| 6M | +5.2% | +18.1% | -12.9% | +0.8% |
| YTD | +7.5% | +49.8% | -42.2% | -2.8% |
| 1Y | +3.2% | +46.4% | -43.2% | -6.4% |
| 3Y | +29.5% | +92.5% | -63.0% | +9.0% |
| 5Y | +39.7% | +107.4% | -67.7% | +13.6% |
| 10Y | +200.1% | +784.1% | -584.0% | +73.2% |
| All | +2,450.7% | +14,844.7% | -12,394.0% | +842.8% |
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