+269.3%
C vs DTE
+48.7%
+220.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +3.2% | +0.9% | +2.3% | +2.9% |
| 30D | +1.3% | -1.9% | +3.2% | +1.7% |
| 3M | +3.1% | -3.3% | +6.4% | +3.8% |
| 6M | +29.6% | -7.1% | +36.7% | +31.7% |
| YTD | +19.0% | +8.1% | +10.8% | +14.6% |
| 1Y | +45.6% | +5.3% | +40.4% | +41.6% |
| 3Y | +269.3% | +48.2% | +221.1% | +204.7% |
| All | +269.3% | +48.7% | +220.6% | +204.7% |
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 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