+533.2%
XYZ vs DE
+1,021.2%
-488.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.0% | +10.0% | -11.0% | -6.4% |
| 30D | -1.7% | +13.3% | -15.0% | -9.1% |
| 3M | +16.7% | +17.5% | -0.8% | +4.9% |
| 6M | +26.9% | +13.6% | +13.3% | +15.0% |
| YTD | +27.1% | +49.8% | -22.6% | -4.3% |
| 1Y | +9.3% | +47.9% | -38.6% | -17.3% |
| 3Y | +42.3% | +72.5% | -30.3% | -3.3% |
| 5Y | -69.3% | +90.2% | -159.6% | -80.8% |
| 10Y | +586.8% | +865.4% | -278.6% | +84.2% |
| All | +533.2% | +1,021.2% | -488.0% | +60.9% |
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