+5.2%
XYZ vs DE
+42.9%
-37.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -3.7% | -3.0% | -0.7% | -3.5% |
| 30D | +0.5% | +11.1% | -10.6% | -0.3% |
| 3M | +16.3% | +17.6% | -1.3% | +14.3% |
| 6M | +21.1% | +13.6% | +7.6% | +19.3% |
| YTD | +22.0% | +46.3% | -24.3% | +12.3% |
| 1Y | +5.2% | +44.2% | -39.0% | -2.3% |
| All | +5.2% | +42.9% | -37.7% | -2.3% |
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