-78.9%
CAPR vs DTE
+141.0%
-219.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.7% | -3.4% |
| 7D | -10.6% | -2.0% | -8.6% | -9.7% |
| 30D | +111.2% | -2.4% | +113.6% | +114.3% |
| 3M | -67.2% | -7.3% | -59.9% | -65.6% |
| 6M | -75.1% | -7.6% | -67.5% | -73.9% |
| YTD | -71.2% | +5.8% | -77.0% | -71.6% |
| 1Y | +31.1% | +2.3% | +28.8% | +31.3% |
| 3Y | +31.3% | +45.0% | -13.7% | +15.1% |
| 5Y | +69.4% | +33.2% | +36.2% | +50.0% |
| All | -78.9% | +141.0% | -219.9% | -86.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling