+2,340.5%
EXC vs DE
+14,847.5%
-12,506.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +0.3% | +10.0% | -9.7% | -1.8% |
| 30D | -3.7% | +13.3% | -17.0% | -6.4% |
| 3M | -1.3% | +17.5% | -18.8% | -5.0% |
| 6M | -9.7% | +13.6% | -23.3% | -12.8% |
| YTD | +2.9% | +49.8% | -46.9% | -6.8% |
| 1Y | +4.4% | +47.9% | -43.5% | -5.4% |
| 3Y | +22.2% | +72.5% | -50.3% | +5.5% |
| 5Y | +46.7% | +90.2% | -43.5% | +21.5% |
| 10Y | +155.3% | +865.4% | -710.0% | +44.9% |
| All | +2,340.5% | +14,847.5% | -12,506.9% | +803.2% |
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