+494.2%
FIX vs DE
+88.0%
+406.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +9.4% | +0.3% | +9.1% | +9.4% |
| 30D | -27.8% | +3.6% | -31.3% | -28.9% |
| 3M | -35.6% | +10.2% | -45.8% | -38.9% |
| 6M | -45.2% | +16.6% | -61.8% | -49.4% |
| YTD | +19.5% | +45.8% | -26.3% | +0.3% |
| 1Y | +24.2% | +43.9% | -19.7% | +4.6% |
| 3Y | +494.2% | +89.6% | +404.6% | +333.7% |
| All | +494.2% | +88.0% | +406.1% | +333.7% |
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