+41.1%
AR vs DTE
+141.0%
-99.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.8% |
| 7D | -1.3% | -2.0% | +0.7% | -0.2% |
| 30D | +3.5% | -2.4% | +5.9% | +4.8% |
| 3M | +9.9% | -7.3% | +17.2% | +14.4% |
| 6M | +4.5% | -7.6% | +12.2% | +8.3% |
| YTD | +13.7% | +5.8% | +7.9% | +8.9% |
| 1Y | +19.2% | +2.3% | +16.9% | +16.2% |
| 3Y | +46.2% | +45.0% | +1.1% | +14.5% |
| 5Y | +145.9% | +33.2% | +112.7% | +102.3% |
| All | +41.1% | +141.0% | -99.9% | -13.8% |
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