+23.1%
C vs DTE
+3.0%
+20.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +4.7% | +3.2% | +1.5% | +4.8% |
| 30D | +0.2% | +8.5% | -8.3% | +0.8% |
| 3M | -9.3% | +1.3% | -10.6% | -9.7% |
| 6M | -0.8% | -0.7% | -0.1% | -1.3% |
| YTD | +8.5% | +10.6% | -2.1% | +10.4% |
| 1Y | +23.1% | +2.6% | +20.4% | +29.7% |
| All | +23.1% | +3.0% | +20.1% | +29.7% |
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