+1,872.1%
T vs DE
+14,847.5%
-12,975.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.3% | +10.0% | -11.3% | -3.4% |
| 30D | +11.4% | +13.3% | -2.0% | +8.2% |
| 3M | +14.3% | +17.5% | -3.2% | +9.9% |
| 6M | -9.3% | +13.6% | -22.8% | -12.4% |
| YTD | +7.1% | +49.8% | -42.7% | -3.2% |
| 1Y | -9.1% | +47.9% | -57.0% | -17.7% |
| 3Y | +105.3% | +72.5% | +32.8% | +77.0% |
| 5Y | +66.8% | +90.2% | -23.4% | +37.6% |
| 10Y | +66.8% | +865.4% | -798.6% | -6.9% |
| All | +1,872.1% | +14,847.5% | -12,975.4% | +520.5% |
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