+43.8%
SO vs DE
+75.0%
-31.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | 0.0% | -3.0% | +3.1% | +0.4% |
| 30D | -2.5% | +11.1% | -13.6% | -3.9% |
| 3M | -4.2% | +17.6% | -21.8% | -6.6% |
| 6M | -7.7% | +13.6% | -21.2% | -9.7% |
| YTD | +3.8% | +46.3% | -42.5% | -2.3% |
| 1Y | +0.1% | +44.2% | -44.1% | -5.8% |
| All | +43.8% | +75.0% | -31.2% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling