+746.1%
AU vs DTE
+1,201.2%
-455.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.8% |
| 7D | -7.0% | -2.0% | -5.0% | -6.3% |
| 30D | +7.3% | -2.4% | +9.7% | +8.1% |
| 3M | +33.2% | -7.3% | +40.5% | +36.7% |
| 6M | -0.6% | -7.6% | +7.0% | +2.0% |
| YTD | +26.2% | +5.8% | +20.3% | +23.0% |
| 1Y | +68.3% | +2.3% | +65.9% | +66.3% |
| 3Y | +592.1% | +45.0% | +547.1% | +498.6% |
| 5Y | +685.3% | +33.2% | +652.0% | +598.9% |
| 10Y | +682.5% | +141.4% | +541.1% | +436.5% |
| All | +746.1% | +1,201.2% | -455.1% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling