+14.8%
SPY vs DE
+49.6%
-34.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.5% |
| 7D | -0.7% | +5.6% | -6.3% | -1.1% |
| 30D | -1.0% | -0.8% | -0.2% | -1.0% |
| 3M | -0.3% | +9.8% | -10.2% | -1.1% |
| 6M | +7.3% | +17.5% | -10.2% | +5.9% |
| YTD | +13.3% | +46.5% | -33.1% | +10.4% |
| 1Y | +14.8% | +46.1% | -31.3% | +11.7% |
| All | +14.8% | +49.6% | -34.8% | +11.7% |
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