+158.8%
B vs DTE
+31.9%
+126.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +9.5% | -0.5% | +10.0% | +9.6% |
| 3M | +14.3% | -6.0% | +20.4% | +17.3% |
| 6M | -1.9% | -7.2% | +5.3% | +1.1% |
| YTD | +4.1% | +7.2% | -3.1% | -0.2% |
| 1Y | +56.1% | +4.1% | +52.1% | +51.7% |
| 3Y | +202.0% | +46.9% | +155.1% | +145.6% |
| 5Y | +158.8% | +32.9% | +125.9% | +121.0% |
| All | +158.8% | +31.9% | +126.9% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling