+134.9%
AS vs DTE
+41.5%
+93.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +6.9% | -0.3% | +7.2% | +7.0% |
| 30D | +16.0% | +6.2% | +9.8% | +15.2% |
| 3M | -12.8% | -2.6% | -10.2% | -12.6% |
| 6M | -15.4% | -3.5% | -11.8% | -15.2% |
| YTD | -15.7% | +7.4% | -23.1% | -16.7% |
| 1Y | +6.1% | +4.2% | +1.9% | +5.4% |
| All | +134.9% | +41.5% | +93.3% | +137.4% |
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