+131.6%
C vs DTE
+35.6%
+95.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +3.2% | +0.9% | +2.3% | +2.9% |
| 30D | +1.3% | -1.9% | +3.2% | +1.8% |
| 3M | +3.1% | -3.3% | +6.4% | +4.0% |
| 6M | +29.6% | -7.1% | +36.7% | +32.1% |
| 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% | +212.6% |
| 5Y | +131.6% | +33.2% | +98.3% | +110.2% |
| All | +131.6% | +35.6% | +95.9% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling