+207.0%
C vs DTE
+152.1%
+54.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +4.2% | +3.4% | +0.7% | +2.1% |
| 30D | +2.0% | +8.9% | -6.9% | -3.1% |
| 3M | -10.1% | +1.1% | -11.2% | -10.8% |
| 6M | +1.0% | +0.1% | +0.9% | +0.2% |
| YTD | +8.5% | +11.1% | -2.6% | 0.0% |
| 1Y | +25.7% | +4.9% | +20.8% | +20.0% |
| 3Y | +216.0% | +58.6% | +157.4% | +124.9% |
| 5Y | +112.3% | +47.3% | +65.0% | +53.7% |
| All | +207.0% | +152.1% | +54.9% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling