+292.2%
TER vs DE
+75.0%
+217.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.4% |
| 7D | +12.4% | -3.0% | +15.4% | +14.2% |
| 30D | +5.1% | +11.1% | -6.0% | -1.6% |
| 3M | +4.0% | +17.6% | -13.6% | -5.5% |
| 6M | +29.5% | +13.6% | +15.9% | +20.0% |
| YTD | +98.5% | +46.3% | +52.2% | +60.8% |
| 1Y | +234.1% | +44.2% | +189.9% | +170.9% |
| All | +292.2% | +75.0% | +217.2% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling