+52.5%
SO vs DE
+92.2%
-39.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.1% | +3.3% | -3.4% | -0.5% |
| 30D | +8.7% | +10.7% | -2.1% | +7.4% |
| 3M | +3.4% | +13.1% | -9.8% | +1.7% |
| 6M | +3.7% | +20.2% | -16.5% | +0.9% |
| YTD | +10.0% | +48.9% | -38.8% | +4.1% |
| 1Y | +6.6% | +46.6% | -40.0% | +0.9% |
| 3Y | +52.5% | +91.4% | -38.9% | +35.4% |
| All | +52.5% | +92.2% | -39.7% | +35.4% |
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