+3,716.0%
ALL vs DTE
+2,001.1%
+1,714.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | 0.0% | +0.2% | -0.1% | -0.1% |
| 30D | -1.5% | -2.6% | +1.1% | -0.2% |
| 3M | +23.6% | -3.9% | +27.5% | +26.2% |
| 6M | +22.3% | -7.9% | +30.2% | +27.5% |
| YTD | +26.5% | +7.2% | +19.3% | +21.2% |
| 1Y | +27.0% | +3.1% | +23.9% | +24.1% |
| 3Y | +149.6% | +47.6% | +102.0% | +99.7% |
| 5Y | +118.1% | +32.7% | +85.4% | +82.7% |
| 10Y | +369.0% | +138.8% | +230.2% | +176.0% |
| All | +3,716.0% | +2,001.1% | +1,714.9% | +768.8% |
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 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