-68.9%
U vs DE
+97.0%
-165.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | 0.0% | -2.4% | +2.3% | +1.0% |
| 30D | -4.1% | +9.7% | -13.8% | -8.4% |
| 3M | +57.8% | +21.4% | +36.4% | +42.9% |
| 6M | +103.5% | +15.0% | +88.5% | +86.6% |
| YTD | -4.8% | +46.4% | -51.2% | -25.8% |
| 1Y | -2.4% | +45.6% | -48.0% | -24.1% |
| 3Y | +11.7% | +76.8% | -65.1% | -24.4% |
| 5Y | -68.9% | +99.4% | -168.3% | -80.1% |
| All | -68.9% | +97.0% | -165.9% | -80.1% |
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