-39.0%
U vs DE
+241.3%
-280.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -3.8% | +10.0% | -13.8% | -7.5% |
| 30D | +17.5% | +13.3% | +4.1% | +11.5% |
| 3M | +38.7% | +17.5% | +21.2% | +29.1% |
| 6M | +104.4% | +13.6% | +90.8% | +90.9% |
| YTD | -5.7% | +49.8% | -55.5% | -24.5% |
| 1Y | +3.7% | +47.9% | -44.2% | -16.8% |
| 3Y | +12.3% | +72.5% | -60.2% | -18.0% |
| 5Y | -68.8% | +90.2% | -159.1% | -78.6% |
| All | -39.0% | +241.3% | -280.4% | -63.4% |
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