-66.3%
SE vs DE
+96.1%
-162.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -3.6% | -3.0% | -0.6% | -2.6% |
| 30D | -5.3% | +11.1% | -16.5% | -9.0% |
| 3M | +28.1% | +17.6% | +10.5% | +20.0% |
| 6M | +20.7% | +13.6% | +7.1% | +13.9% |
| YTD | -14.8% | +46.3% | -61.0% | -28.1% |
| 1Y | -43.6% | +44.2% | -87.8% | -52.3% |
| 3Y | +184.2% | +76.6% | +107.6% | +116.0% |
| 5Y | -66.3% | +98.2% | -164.5% | -76.2% |
| All | -66.3% | +96.1% | -162.4% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling