-69.4%
CAPR vs DTE
+152.1%
-221.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.1% |
| 7D | +5.9% | +3.4% | +2.5% | +4.4% |
| 30D | +44.6% | +8.9% | +35.7% | +39.3% |
| 3M | +126.4% | +1.1% | +125.3% | +126.0% |
| 6M | -68.6% | +0.1% | -68.7% | -68.1% |
| YTD | -67.0% | +11.1% | -78.0% | -68.0% |
| 1Y | +65.2% | +4.9% | +60.2% | +63.4% |
| 3Y | +235.6% | +58.6% | +177.0% | +184.1% |
| 5Y | +175.4% | +47.3% | +128.2% | +134.0% |
| All | -69.4% | +152.1% | -221.5% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling