+803.7%
B vs DTE
+3,490.8%
-2,687.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +9.4% | -2.6% | +12.0% | +10.1% |
| 3M | +5.0% | -3.9% | +8.9% | +5.8% |
| 6M | -3.5% | -7.9% | +4.4% | -1.8% |
| YTD | +4.5% | +7.2% | -2.7% | +2.5% |
| 1Y | +67.8% | +3.1% | +64.7% | +66.1% |
| 3Y | +196.7% | +47.6% | +149.1% | +170.3% |
| 5Y | +151.9% | +32.7% | +119.2% | +134.4% |
| 10Y | +202.2% | +138.8% | +63.4% | +144.0% |
| All | +803.7% | +3,490.8% | -2,687.1% | +733.9% |
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 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