+1,027.9%
C vs DTE
+3,601.1%
-2,573.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | -0.1% |
| 7D | -0.4% | +3.5% | -3.9% | -2.5% |
| 30D | -5.2% | +9.5% | -14.7% | -10.6% |
| 3M | -9.1% | +2.5% | -11.6% | -10.7% |
| 6M | -1.6% | +0.6% | -2.1% | -2.7% |
| YTD | +6.9% | +10.5% | -3.5% | -1.5% |
| 1Y | +23.0% | +3.3% | +19.6% | +18.2% |
| 3Y | +216.1% | +56.3% | +159.9% | +126.3% |
| 5Y | +112.2% | +44.9% | +67.3% | +55.5% |
| 10Y | +208.8% | +149.2% | +59.6% | +53.9% |
| All | +1,027.9% | +3,601.1% | -2,573.2% | +6.0% |
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