-22.9%
SPOT vs DE
+49.4%
-72.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.2% |
| 7D | -0.9% | +10.0% | -11.0% | +1.1% |
| 30D | +12.5% | +13.3% | -0.8% | +15.6% |
| 3M | +9.9% | +17.5% | -7.6% | +14.1% |
| 6M | +1.6% | +13.6% | -12.0% | +5.7% |
| YTD | -6.6% | +49.8% | -56.4% | +6.0% |
| 1Y | -22.9% | +47.9% | -70.8% | -10.7% |
| All | -22.9% | +49.4% | -72.3% | -10.7% |
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