+1,044.5%
C vs DTE
+3,606.7%
-2,562.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +4.7% | +3.2% | +1.5% | +2.6% |
| 30D | +0.2% | +8.5% | -8.3% | -5.0% |
| 3M | -9.3% | +1.3% | -10.6% | -10.2% |
| 6M | -0.8% | -0.7% | -0.1% | -1.2% |
| YTD | +8.5% | +10.6% | -2.1% | -0.1% |
| 1Y | +23.1% | +2.6% | +20.4% | +18.9% |
| 3Y | +220.8% | +56.5% | +164.3% | +129.4% |
| 5Y | +112.4% | +46.7% | +65.7% | +54.4% |
| 10Y | +217.9% | +150.4% | +67.5% | +57.9% |
| All | +1,044.5% | +3,606.7% | -2,562.3% | +7.4% |
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 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