-24.9%
AR vs DTE
+275.1%
-300.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | -1.8% | +0.9% | -2.7% | -2.3% |
| 30D | +12.6% | -1.9% | +14.5% | +13.5% |
| 3M | +10.0% | -3.3% | +13.3% | +11.6% |
| 6M | +0.6% | -7.1% | +7.8% | +3.7% |
| YTD | +13.4% | +8.1% | +5.3% | +8.1% |
| 1Y | +21.7% | +5.3% | +16.4% | +17.4% |
| 3Y | +45.8% | +48.2% | -2.3% | +16.9% |
| 5Y | +144.3% | +33.2% | +111.0% | +106.7% |
| 10Y | +41.8% | +137.5% | -95.7% | -4.4% |
| All | -24.9% | +275.1% | -300.0% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling