+132.6%
AR vs DTE
+30.3%
+102.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | -2.5% | -2.6% | +0.1% | -1.3% |
| 30D | +2.5% | -4.4% | +6.9% | +4.7% |
| 3M | +12.3% | -8.3% | +20.6% | +17.0% |
| 6M | -3.1% | -8.1% | +5.0% | +0.3% |
| YTD | +11.5% | +4.4% | +7.1% | +7.6% |
| 1Y | +17.0% | +0.2% | +16.8% | +15.2% |
| 3Y | +47.3% | +42.6% | +4.7% | +16.0% |
| All | +132.6% | +30.3% | +102.3% | +103.3% |
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