+131.9%
AS vs DTE
+46.4%
+85.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.5% |
| 7D | -3.0% | +1.6% | -4.6% | -3.2% |
| 30D | +9.6% | +9.1% | +0.5% | +8.4% |
| 3M | -8.2% | +2.4% | -10.6% | -8.5% |
| 6M | -9.9% | -0.2% | -9.7% | -10.1% |
| YTD | -16.8% | +11.0% | -27.8% | -18.1% |
| 1Y | +3.0% | +3.4% | -0.4% | +2.5% |
| All | +131.9% | +46.4% | +85.6% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling