+3.7%
U vs DE
+49.4%
-45.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.8% | +10.0% | -13.8% | -2.0% |
| 30D | +17.5% | +13.3% | +4.1% | +20.4% |
| 3M | +38.7% | +17.5% | +21.2% | +43.4% |
| 6M | +104.4% | +13.6% | +90.8% | +110.4% |
| YTD | -5.7% | +49.8% | -55.5% | -4.4% |
| 1Y | +3.7% | +47.9% | -44.2% | +8.8% |
| All | +3.7% | +49.4% | -45.7% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling