+36.5%
CAPR vs DTE
+4.1%
+32.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -2.8% |
| 7D | -12.6% | 0.0% | -12.6% | -12.8% |
| 30D | +124.4% | -0.5% | +124.9% | +130.6% |
| 3M | -66.8% | -6.0% | -60.7% | -60.3% |
| 6M | -71.8% | -7.2% | -64.6% | -65.8% |
| YTD | -70.1% | +7.2% | -77.2% | -81.7% |
| All | +36.5% | +4.1% | +32.4% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling