+672.3%
AU vs DTE
+137.8%
+534.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -4.3% | -2.6% | -1.7% | -3.3% |
| 30D | +7.3% | -4.4% | +11.7% | +9.1% |
| 3M | +26.3% | -8.3% | +34.7% | +30.3% |
| 6M | +1.8% | -8.1% | +9.8% | +4.8% |
| YTD | +26.8% | +4.4% | +22.4% | +24.1% |
| 1Y | +66.7% | +0.2% | +66.5% | +66.0% |
| 3Y | +579.1% | +42.6% | +536.5% | +489.1% |
| 5Y | +689.3% | +31.5% | +657.9% | +605.7% |
| All | +672.3% | +137.8% | +534.5% | +372.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling