+7.7%
AS vs DTE
+4.3%
+3.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.9% |
| 7D | +5.8% | +1.8% | +4.0% | +5.6% |
| 30D | +15.4% | +9.0% | +6.3% | +15.0% |
| 3M | -11.9% | -0.2% | -11.7% | -12.2% |
| 6M | -9.9% | +0.1% | -10.0% | -10.5% |
| YTD | -13.1% | +10.0% | -23.1% | -11.5% |
| All | +7.7% | +4.3% | +3.4% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling