+86.0%
CAPR vs DTE
+35.6%
+50.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.1% |
| 7D | -9.5% | +0.9% | -10.4% | -10.0% |
| 30D | +121.5% | -1.9% | +123.4% | +124.5% |
| 3M | -65.4% | -3.3% | -62.0% | -64.1% |
| 6M | -67.5% | -7.1% | -60.4% | -65.9% |
| YTD | -68.6% | +8.1% | -76.7% | -69.2% |
| 1Y | +42.7% | +5.3% | +37.4% | +41.1% |
| 3Y | +43.4% | +48.2% | -4.8% | +31.9% |
| 5Y | +86.0% | +33.2% | +52.8% | +72.4% |
| All | +86.0% | +35.6% | +50.4% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling