+17.0%
AR vs DTE
+1.0%
+16.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | -2.5% | -2.6% | +0.1% | -2.3% |
| 30D | +2.5% | -4.4% | +6.9% | +2.8% |
| 3M | +12.3% | -8.3% | +20.6% | +13.6% |
| 6M | -3.1% | -8.1% | +5.0% | -2.0% |
| YTD | +11.5% | +4.4% | +7.1% | +10.4% |
| 1Y | +17.0% | +0.2% | +16.8% | +17.2% |
| All | +17.0% | +1.0% | +16.1% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling