+150.1%
ALL vs DTE
+47.2%
+102.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -5.6% | -0.5% | -5.0% | -5.4% |
| 3M | +17.2% | -6.0% | +23.3% | +20.8% |
| 6M | +23.2% | -7.2% | +30.5% | +27.5% |
| YTD | +23.6% | +7.2% | +16.4% | +18.6% |
| 1Y | +29.2% | +4.1% | +25.1% | +25.7% |
| All | +150.1% | +47.2% | +102.9% | +117.5% |
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