+360.5%
BE vs DTE
+3.0%
+357.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.2% |
| 7D | +20.0% | +0.2% | +19.8% | +20.0% |
| 30D | +7.9% | -2.6% | +10.5% | +7.1% |
| 3M | -13.2% | -3.9% | -9.3% | -16.3% |
| 6M | +53.5% | -7.9% | +61.4% | +47.8% |
| YTD | +191.0% | +7.2% | +183.8% | +170.1% |
| 1Y | +360.5% | +3.1% | +357.4% | +339.8% |
| All | +360.5% | +3.0% | +357.5% | +339.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling