-25.6%
AR vs DTE
+283.9%
-309.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 6M | +6.6% | -0.7% | +7.2% | +6.2% |
| YTD | +12.3% | +10.6% | +1.7% | +5.7% |
| 1Y | +12.3% | +2.6% | +9.7% | +9.7% |
| 3Y | +50.4% | +56.5% | -6.1% | +17.3% |
| 5Y | +101.0% | +46.7% | +54.3% | +62.2% |
| 10Y | +57.5% | +150.4% | -92.9% | +4.4% |
| All | -25.6% | +283.9% | -309.5% | -50.7% |
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