+589.4%
SE vs DE
+511.4%
+78.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -6.1% | +10.0% | -16.1% | -9.8% |
| 30D | -2.5% | +13.3% | -15.8% | -7.6% |
| 3M | +21.7% | +17.5% | +4.2% | +12.9% |
| 6M | +27.0% | +13.6% | +13.4% | +18.5% |
| YTD | -12.1% | +49.8% | -61.9% | -27.9% |
| 1Y | -40.9% | +47.9% | -88.8% | -51.4% |
| 3Y | +191.0% | +72.5% | +118.5% | +119.1% |
| 5Y | -68.3% | +90.2% | -158.5% | -77.7% |
| All | +589.4% | +511.4% | +78.0% | +151.6% |
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