+44.6%
AU vs DTE
+5.6%
+39.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.5% | +7.1% |
| 7D | +0.8% | +4.2% | -3.5% | -0.6% |
| 30D | -7.0% | +10.0% | -16.9% | -10.2% |
| 3M | +8.5% | -2.1% | +10.6% | +9.4% |
| 6M | -1.3% | -4.7% | +3.4% | +1.2% |
| YTD | +6.8% | +9.3% | -2.6% | -4.7% |
| 1Y | +44.6% | +6.6% | +38.0% | +33.8% |
| All | +44.6% | +5.6% | +39.0% | +33.8% |
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