+371.6%
ALL vs DTE
+152.1%
+219.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +5.0% | +3.4% | +1.6% | +3.1% |
| 30D | +13.3% | +8.9% | +4.4% | +8.2% |
| 3M | +3.2% | +1.1% | +2.1% | +2.5% |
| 6M | +25.3% | +0.1% | +25.3% | +25.0% |
| YTD | +30.5% | +11.1% | +19.4% | +22.4% |
| 1Y | +29.2% | +4.9% | +24.3% | +25.0% |
| 3Y | +119.1% | +58.6% | +60.5% | +68.8% |
| 5Y | +162.6% | +47.3% | +115.3% | +107.8% |
| All | +371.6% | +152.1% | +219.5% | +206.8% |
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