+34,839.8%
LOW vs DE
+14,571.6%
+20,268.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | -10.1% | +9.6% | -19.7% | -13.4% |
| 3M | -2.9% | +19.0% | -21.8% | -9.4% |
| 6M | -19.4% | +16.1% | -35.5% | -24.3% |
| YTD | -15.4% | +47.0% | -62.5% | -27.7% |
| 1Y | -24.9% | +43.1% | -68.1% | -35.3% |
| 3Y | -7.8% | +77.5% | -85.3% | -27.6% |
| 5Y | +8.4% | +96.4% | -88.0% | -20.4% |
| 10Y | +226.8% | +852.9% | -626.1% | +32.4% |
| All | +34,839.8% | +14,571.6% | +20,268.1% | +5,348.4% |
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