-48.5%
TE vs DE
+317.3%
-365.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.8% | +11.8% | +10.7% |
| 7D | +18.2% | +0.7% | +17.5% | +17.8% |
| 30D | -13.5% | +9.6% | -23.2% | -17.0% |
| 3M | -44.6% | +19.0% | -63.6% | -48.2% |
| 6M | -24.7% | +16.1% | -40.8% | -29.3% |
| YTD | -24.3% | +47.0% | -71.3% | -36.2% |
| 1Y | +155.6% | +43.1% | +112.4% | +114.9% |
| 3Y | -18.3% | +77.5% | -95.8% | -36.2% |
| 5Y | -41.3% | +96.4% | -137.7% | -55.4% |
| All | -48.5% | +317.3% | -365.8% | -61.9% |
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