+198.7%
B vs DTE
+48.7%
+150.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.8% |
| 7D | +2.3% | +0.9% | +1.4% | +1.9% |
| 30D | +1.4% | -1.9% | +3.2% | +2.2% |
| 3M | +12.2% | -3.3% | +15.5% | +13.5% |
| 6M | -2.1% | -7.1% | +5.0% | +0.9% |
| YTD | +2.9% | +8.1% | -5.2% | -2.2% |
| 1Y | +55.3% | +5.3% | +50.0% | +49.5% |
| 3Y | +198.7% | +48.2% | +150.5% | +128.3% |
| All | +198.7% | +48.7% | +150.0% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling