+48.5%
AMZN vs DTE
+30.3%
+18.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.1% |
| 7D | -0.7% | -2.6% | +1.9% | -0.3% |
| 30D | -3.9% | -4.4% | +0.5% | -3.3% |
| 3M | +6.3% | -8.3% | +14.7% | +7.5% |
| 6M | +20.8% | -8.1% | +28.8% | +22.0% |
| YTD | +11.2% | +4.4% | +6.8% | +10.0% |
| 1Y | +11.7% | +0.2% | +11.5% | +11.1% |
| 3Y | +79.4% | +42.6% | +36.8% | +59.7% |
| All | +48.5% | +30.3% | +18.3% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling