-68.6%
XYZ vs DE
+95.7%
-164.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.2% |
| 7D | +2.9% | +0.7% | +2.2% | +2.6% |
| 30D | +1.4% | +9.6% | -8.3% | -4.0% |
| 3M | +14.6% | +19.0% | -4.4% | +2.8% |
| 6M | +20.8% | +16.1% | +4.7% | +8.9% |
| YTD | +23.1% | +47.0% | -24.0% | -6.2% |
| 1Y | +5.6% | +43.1% | -37.5% | -18.3% |
| 3Y | +50.9% | +77.5% | -26.6% | -0.4% |
| 5Y | -68.6% | +96.4% | -164.9% | -81.7% |
| All | -68.6% | +95.7% | -164.2% | -81.7% |
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