+118.3%
ALL vs DTE
+56.5%
+61.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | 0.0% | +3.2% | -3.2% | -1.6% |
| 30D | +12.8% | +8.5% | +4.3% | +8.3% |
| 3M | +4.7% | +1.3% | +3.4% | +3.9% |
| 6M | +24.9% | -0.7% | +25.6% | +25.2% |
| YTD | +30.0% | +10.6% | +19.3% | +22.4% |
| 1Y | +29.9% | +2.6% | +27.3% | +27.5% |
| All | +118.3% | +56.5% | +61.8% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling