+2,439.3%
MAR vs DE
+3,719.1%
-1,279.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.5% |
| 7D | -1.7% | +0.7% | -2.4% | -2.1% |
| 30D | -6.9% | +9.6% | -16.6% | -11.1% |
| 3M | -15.8% | +19.0% | -34.8% | -22.9% |
| 6M | +1.9% | +16.1% | -14.1% | -6.1% |
| YTD | +6.6% | +47.0% | -40.4% | -12.6% |
| 1Y | +23.7% | +43.1% | -19.5% | +2.4% |
| 3Y | +64.6% | +77.5% | -12.9% | +21.2% |
| 5Y | +156.4% | +96.4% | +60.0% | +74.5% |
| 10Y | +415.4% | +852.9% | -437.5% | +65.3% |
| All | +2,439.3% | +3,719.1% | -1,279.8% | +267.8% |
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