+193.0%
ARM vs DTE
+45.1%
+147.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.4% | +4.3% | +7.3% |
| 7D | -5.3% | +1.8% | -7.2% | -4.9% |
| 30D | -30.0% | +9.0% | -39.1% | -28.3% |
| 3M | -34.1% | -0.2% | -33.9% | -34.1% |
| 6M | -12.6% | +0.1% | -12.7% | -12.7% |
| YTD | +70.4% | +10.0% | +60.5% | +73.0% |
| 1Y | +22.3% | +4.7% | +17.6% | +23.2% |
| 3Y | +261.2% | +55.7% | +205.5% | +261.0% |
| All | +193.0% | +45.1% | +147.9% | +193.5% |
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