+615.0%
F vs DE
+14,847.5%
-14,232.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.3% | +10.0% | -4.7% | +0.9% |
| 30D | +4.6% | +13.3% | -8.7% | -1.5% |
| 3M | -3.7% | +17.5% | -21.2% | -11.1% |
| 6M | +16.8% | +13.6% | +3.3% | +8.7% |
| YTD | +15.3% | +49.8% | -34.5% | -5.9% |
| 1Y | +31.0% | +47.9% | -16.9% | +7.1% |
| 3Y | +45.4% | +72.5% | -27.1% | +9.4% |
| 5Y | +54.7% | +90.2% | -35.6% | +9.5% |
| 10Y | +98.2% | +865.4% | -767.1% | -32.5% |
| All | +615.0% | +14,847.5% | -14,232.5% | -15.2% |
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