+44.6%
C vs DTE
+4.6%
+39.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.7% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +1.9% | -0.5% | +2.4% | +1.9% |
| 3M | +2.8% | -6.0% | +8.8% | +2.2% |
| 6M | +30.6% | -7.2% | +37.8% | +29.6% |
| YTD | +19.9% | +7.2% | +12.7% | +19.0% |
| 1Y | +44.6% | +4.1% | +40.5% | +46.4% |
| All | +44.6% | +4.6% | +39.9% | +46.4% |
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 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