+101.0%
AR vs DTE
+46.1%
+54.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +6.4% | +3.2% | +3.2% | +4.8% |
| 30D | +3.1% | +8.5% | -5.4% | -1.0% |
| 3M | +3.3% | +1.3% | +2.0% | +2.5% |
| 6M | +6.6% | -0.7% | +7.2% | +6.3% |
| YTD | +12.3% | +10.6% | +1.7% | +5.1% |
| 1Y | +12.3% | +2.6% | +9.7% | +9.6% |
| 3Y | +50.4% | +56.5% | -6.1% | +12.0% |
| 5Y | +101.0% | +46.7% | +54.3% | +61.6% |
| All | +101.0% | +46.1% | +54.9% | +61.6% |
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