+2,486.5%
EXC vs DE
+14,451.3%
-11,964.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +8.6% | +3.6% | +5.0% | +7.7% |
| 3M | +2.4% | +10.2% | -7.9% | -0.1% |
| 6M | +6.5% | +16.6% | -10.1% | +2.3% |
| YTD | +9.0% | +45.8% | -36.8% | -0.8% |
| 1Y | +4.6% | +43.9% | -39.3% | -4.8% |
| 3Y | +33.5% | +89.6% | -56.1% | +12.7% |
| 5Y | +41.4% | +100.3% | -58.9% | +15.8% |
| 10Y | +204.3% | +760.8% | -556.5% | +76.6% |
| All | +2,486.5% | +14,451.3% | -11,964.8% | +861.4% |
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