+9,883.5%
TER vs DE
+14,451.3%
-4,567.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.0% |
| 7D | +14.4% | +0.3% | +14.1% | +14.4% |
| 30D | -30.6% | +3.6% | -34.1% | -31.8% |
| 3M | -39.2% | +10.2% | -49.4% | -42.6% |
| 6M | -31.3% | +16.6% | -47.8% | -36.7% |
| YTD | +29.1% | +45.8% | -16.7% | +6.2% |
| 1Y | +47.4% | +43.9% | +3.5% | +21.6% |
| 3Y | +191.2% | +89.6% | +101.6% | +107.1% |
| 5Y | +74.0% | +100.3% | -26.3% | +16.8% |
| 10Y | +1,005.1% | +760.8% | +244.3% | +246.5% |
| All | +9,883.5% | +14,451.3% | -4,567.7% | +881.4% |
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 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