+659.1%
B vs DTE
+3,620.6%
-2,961.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -7.3% | +3.4% | -10.8% | -8.1% |
| 30D | -3.3% | +8.9% | -12.2% | -5.3% |
| 3M | -7.8% | +1.1% | -8.8% | -8.1% |
| 6M | -15.5% | +0.1% | -15.6% | -15.8% |
| YTD | -12.3% | +11.1% | -23.3% | -14.6% |
| 1Y | +5.4% | +4.9% | +0.4% | +3.9% |
| 3Y | +165.5% | +58.6% | +107.0% | +137.9% |
| 5Y | +107.0% | +47.3% | +59.8% | +88.3% |
| 10Y | +210.6% | +151.3% | +59.3% | +147.8% |
| All | +659.1% | +3,620.6% | -2,961.4% | +594.4% |
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