-11.5%
A vs DTE
+30.3%
-41.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.1% |
| 7D | -2.6% | -2.6% | 0.0% | -1.8% |
| 30D | -0.9% | -4.4% | +3.5% | +0.5% |
| 3M | +13.6% | -8.3% | +22.0% | +16.7% |
| 6M | +27.8% | -8.1% | +35.9% | +30.7% |
| YTD | +8.6% | +4.4% | +4.2% | +5.6% |
| 1Y | +16.9% | +0.2% | +16.7% | +15.3% |
| 3Y | +32.9% | +42.6% | -9.7% | +11.3% |
| All | -11.5% | +30.3% | -41.8% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling