+1,008.9%
BE vs DTE
+94.6%
+914.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.8% | +9.0% |
| 7D | +29.8% | +0.9% | +28.9% | +29.0% |
| 30D | +26.4% | -1.9% | +28.3% | +28.4% |
| 3M | +9.3% | -3.3% | +12.7% | +10.5% |
| 6M | +105.1% | -7.1% | +112.2% | +112.9% |
| YTD | +219.0% | +8.1% | +210.9% | +192.8% |
| 1Y | +418.8% | +5.3% | +413.5% | +384.0% |
| 3Y | +1,784.6% | +48.2% | +1,736.4% | +1,215.6% |
| 5Y | +1,251.0% | +33.2% | +1,217.7% | +904.4% |
| All | +1,008.9% | +94.6% | +914.2% | +565.1% |
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