+251.0%
SPOT vs DE
+400.5%
-149.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -6.5% | -3.0% | -3.5% | -5.8% |
| 30D | +2.2% | +11.1% | -9.0% | -0.7% |
| 3M | +5.4% | +17.6% | -12.2% | +0.3% |
| 6M | -4.0% | +13.6% | -17.6% | -8.3% |
| YTD | -9.9% | +46.3% | -56.2% | -20.8% |
| 1Y | -27.3% | +44.2% | -71.5% | -36.0% |
| 3Y | +236.4% | +76.6% | +159.8% | +170.6% |
| 5Y | +112.6% | +98.2% | +14.4% | +59.9% |
| All | +251.0% | +400.5% | -149.5% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling