-63.9%
XYZ vs DE
+99.7%
-163.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.0% |
| 7D | +12.1% | -0.6% | +12.7% | +12.6% |
| 30D | +12.4% | +2.3% | +10.1% | +10.9% |
| 3M | +8.2% | +9.5% | -1.3% | +2.1% |
| 6M | +20.7% | +14.1% | +6.6% | +9.9% |
| YTD | +31.3% | +45.4% | -14.1% | -0.3% |
| 1Y | +20.5% | +42.9% | -22.4% | -7.7% |
| 3Y | +72.6% | +84.8% | -12.2% | +8.7% |
| All | -63.9% | +99.7% | -163.6% | -79.5% |
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