+476.0%
A vs DTE
+1,360.0%
-884.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | +6.9% | -2.6% | +9.5% | +8.1% |
| 3M | +9.2% | -3.9% | +13.1% | +11.0% |
| 6M | +25.7% | -7.9% | +33.6% | +29.7% |
| YTD | +11.5% | +7.2% | +4.4% | +6.7% |
| 1Y | +18.4% | +3.1% | +15.3% | +15.2% |
| 3Y | +26.6% | +47.6% | -21.0% | +1.9% |
| 5Y | -12.8% | +32.7% | -45.5% | -26.9% |
| 10Y | +247.2% | +138.8% | +108.4% | +101.8% |
| All | +476.0% | +1,360.0% | -884.0% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling