-73.3%
U vs DE
+98.5%
-171.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.6% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | +27.6% | +3.6% | +24.0% | +25.4% |
| 3M | +15.3% | +10.2% | +5.1% | +9.3% |
| 6M | +96.4% | +16.6% | +79.8% | +79.7% |
| YTD | +19.6% | +45.8% | -26.3% | -7.7% |
| 1Y | +42.1% | +43.9% | -1.8% | +10.0% |
| 3Y | +87.5% | +89.6% | -2.1% | +20.0% |
| All | -73.3% | +98.5% | -171.8% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling