+216.9%
B vs DTE
+151.2%
+65.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.0% |
| 7D | -6.2% | +3.2% | -9.4% | -7.2% |
| 30D | -6.6% | +8.5% | -15.1% | -9.2% |
| 3M | -7.9% | +1.3% | -9.2% | -8.4% |
| 6M | -16.8% | -0.7% | -16.1% | -16.9% |
| YTD | -11.7% | +10.6% | -22.3% | -15.0% |
| 1Y | +3.5% | +2.6% | +0.8% | +2.1% |
| 3Y | +165.7% | +56.5% | +109.2% | +127.7% |
| 5Y | +108.4% | +46.7% | +61.7% | +82.3% |
| All | +216.9% | +151.2% | +65.8% | +93.9% |
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