+3,094.0%
SPY vs DE
+17,396.6%
-14,302.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +0.1% | +10.0% | -9.9% | -3.0% |
| 30D | +0.1% | +13.3% | -13.3% | -4.1% |
| 3M | +2.0% | +17.5% | -15.5% | -3.7% |
| 6M | +13.0% | +13.6% | -0.6% | +7.4% |
| YTD | +13.5% | +49.8% | -36.2% | -1.9% |
| 1Y | +20.0% | +47.9% | -27.9% | +3.8% |
| 3Y | +77.2% | +72.5% | +4.7% | +43.6% |
| 5Y | +81.9% | +90.2% | -8.4% | +39.3% |
| 10Y | +314.1% | +865.4% | -551.3% | +81.0% |
| All | +3,094.0% | +17,396.6% | -14,302.5% | +566.1% |
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 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