+247.4%
A vs DTE
+137.8%
+109.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.1% |
| 7D | -2.6% | -2.6% | 0.0% | -1.7% |
| 30D | -0.9% | -4.4% | +3.5% | +0.6% |
| 3M | +13.6% | -8.3% | +22.0% | +17.0% |
| 6M | +27.8% | -8.1% | +35.9% | +31.0% |
| YTD | +8.6% | +4.4% | +4.2% | +5.9% |
| 1Y | +16.9% | +0.2% | +16.7% | +15.6% |
| 3Y | +32.9% | +42.6% | -9.7% | +13.5% |
| 5Y | -14.1% | +31.5% | -45.6% | -24.8% |
| All | +247.4% | +137.8% | +109.6% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling