+1,163.5%
C vs DTE
+3,490.8%
-2,327.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | +3.6% | +0.2% | +3.5% | +3.5% |
| 30D | +0.1% | -2.6% | +2.6% | +1.7% |
| 3M | +2.4% | -3.9% | +6.3% | +4.6% |
| 6M | +24.9% | -7.9% | +32.8% | +30.5% |
| YTD | +19.8% | +7.2% | +12.6% | +12.7% |
| 1Y | +44.9% | +3.1% | +41.8% | +39.5% |
| 3Y | +263.0% | +47.6% | +215.4% | +169.6% |
| 5Y | +129.5% | +32.7% | +96.8% | +78.4% |
| 10Y | +291.6% | +138.8% | +152.9% | +100.2% |
| All | +1,163.5% | +3,490.8% | -2,327.3% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling