+1,611.9%
BE vs DTE
+45.3%
+1,566.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.3% |
| 7D | +9.7% | -2.0% | +11.7% | +11.0% |
| 30D | +22.4% | -2.4% | +24.8% | +24.1% |
| 3M | +10.4% | -7.3% | +17.7% | +13.1% |
| 6M | +67.9% | -7.6% | +75.5% | +71.9% |
| YTD | +197.5% | +5.8% | +191.7% | +173.7% |
| 1Y | +310.6% | +2.3% | +308.2% | +285.3% |
| All | +1,611.9% | +45.3% | +1,566.5% | +872.4% |
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 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