+7,843.3%
FIX vs DE
+4,161.6%
+3,681.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.2% | +4.9% |
| 7D | -17.5% | -0.6% | -16.9% | -17.3% |
| 30D | -41.6% | +2.3% | -43.8% | -42.4% |
| 3M | -40.6% | +9.5% | -50.1% | -43.4% |
| 6M | -49.4% | +14.1% | -63.5% | -52.7% |
| YTD | +9.2% | +45.4% | -36.2% | -8.4% |
| 1Y | +6.5% | +42.9% | -36.4% | -10.2% |
| 3Y | +448.7% | +84.8% | +363.9% | +308.1% |
| 5Y | +948.7% | +101.8% | +846.9% | +632.6% |
| 10Y | +3,659.7% | +788.0% | +2,871.7% | +1,319.4% |
| All | +7,843.3% | +4,161.6% | +3,681.7% | +1,659.9% |
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