-48.8%
SE vs DE
+49.6%
-98.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.5% |
| 7D | +6.7% | +5.6% | +1.1% | +6.7% |
| 30D | -17.2% | -0.8% | -16.4% | -17.2% |
| 3M | -28.0% | +9.8% | -37.9% | -28.0% |
| 6M | -6.1% | +17.5% | -23.7% | -6.1% |
| YTD | -37.1% | +46.5% | -83.6% | -36.0% |
| 1Y | -48.8% | +46.1% | -94.9% | -47.8% |
| All | -48.8% | +49.6% | -98.4% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling