+201.4%
B vs DTE
+137.8%
+63.6%
-53.9%
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 | -2.4% | -2.6% | +0.2% | -1.5% |
| 30D | +6.3% | -4.4% | +10.7% | +7.9% |
| 3M | +12.1% | -8.3% | +20.5% | +15.3% |
| 6M | -3.1% | -8.1% | +5.0% | -0.6% |
| YTD | +2.0% | +4.4% | -2.5% | 0.0% |
| 1Y | +51.7% | +0.2% | +51.5% | +50.8% |
| 3Y | +190.5% | +42.6% | +147.9% | +156.0% |
| 5Y | +158.0% | +31.5% | +126.5% | +132.8% |
| All | +201.4% | +137.8% | +63.6% | +86.5% |
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