+5,387.7%
O vs DE
+10,756.7%
-5,368.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | +10.0% | -10.8% | -3.5% |
| 30D | -1.9% | +13.3% | -15.2% | -5.6% |
| 3M | +3.8% | +17.5% | -13.7% | -1.5% |
| 6M | -4.7% | +13.6% | -18.3% | -9.1% |
| YTD | +12.5% | +49.8% | -37.3% | -1.5% |
| 1Y | +10.8% | +47.9% | -37.0% | -2.8% |
| 3Y | +28.8% | +72.5% | -43.8% | +5.8% |
| 5Y | +13.2% | +90.2% | -77.0% | -12.4% |
| 10Y | +53.5% | +865.4% | -811.9% | -30.2% |
| All | +5,387.7% | +10,756.7% | -5,368.9% | +1,399.5% |
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