-97.7%
CAPR vs DTE
+642.3%
-740.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.4% | -8.6% |
| 7D | +19.1% | +3.2% | +15.9% | +17.8% |
| 30D | +48.8% | +8.5% | +40.4% | +44.8% |
| 3M | +144.4% | +1.3% | +143.1% | +143.9% |
| 6M | -67.5% | -0.7% | -66.8% | -67.0% |
| YTD | -64.5% | +10.6% | -75.2% | -65.4% |
| 1Y | +74.4% | +2.6% | +71.8% | +74.4% |
| 3Y | +265.7% | +56.5% | +209.2% | +220.2% |
| 5Y | +196.0% | +46.7% | +149.2% | +160.0% |
| 10Y | -62.4% | +150.4% | -212.7% | -73.5% |
| All | -97.7% | +642.3% | -740.1% | -98.9% |
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