+554.8%
XYZ vs DE
+1,014.3%
-459.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.1% |
| 7D | +12.6% | +3.3% | +9.3% | +10.8% |
| 30D | +10.8% | +10.7% | +0.1% | +4.7% |
| 3M | +8.4% | +13.1% | -4.8% | 0.0% |
| 6M | +14.3% | +20.2% | -5.9% | +0.6% |
| YTD | +31.5% | +48.9% | -17.4% | -1.0% |
| 1Y | +28.1% | +46.6% | -18.5% | -2.9% |
| 3Y | +66.2% | +91.4% | -25.2% | +5.4% |
| 5Y | -62.3% | +108.1% | -170.5% | -77.7% |
| 10Y | +634.6% | +782.7% | -148.1% | +101.8% |
| All | +554.8% | +1,014.3% | -459.6% | +66.4% |
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