+82.0%
SPY vs DE
+97.0%
-15.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | -2.4% | +0.4% | -1.4% |
| 30D | -1.7% | +9.7% | -11.4% | -4.1% |
| 3M | +4.7% | +21.4% | -16.6% | -0.8% |
| 6M | +12.5% | +15.0% | -2.5% | +7.8% |
| YTD | +11.7% | +46.4% | -34.7% | -0.7% |
| 1Y | +17.5% | +45.6% | -28.1% | +4.3% |
| 3Y | +76.6% | +76.8% | -0.2% | +46.3% |
| 5Y | +82.0% | +99.4% | -17.4% | +43.4% |
| All | +82.0% | +97.0% | -15.0% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling