-2.3%
SO vs DE
+45.1%
-47.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.1% | -2.6% | +1.5% | -0.9% |
| 30D | -5.0% | +9.0% | -14.0% | -5.7% |
| 3M | -5.8% | +19.1% | -24.9% | -7.7% |
| 6M | -7.9% | +14.4% | -22.3% | -9.5% |
| YTD | +2.4% | +45.9% | -43.5% | +0.6% |
| 1Y | -2.3% | +43.6% | -45.9% | -4.1% |
| All | -2.3% | +45.1% | -47.4% | -4.1% |
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