-23.8%
SPOT vs DE
+45.1%
-69.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.7% |
| 7D | -3.1% | -2.6% | -0.5% | -3.6% |
| 30D | +7.4% | +9.0% | -1.6% | +9.5% |
| 3M | +8.2% | +19.1% | -11.0% | +12.5% |
| 6M | +2.2% | +14.4% | -12.2% | +6.2% |
| YTD | -9.5% | +45.9% | -55.4% | +2.8% |
| 1Y | -23.8% | +43.6% | -67.4% | -11.1% |
| All | -23.8% | +45.1% | -69.0% | -11.1% |
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