-46.5%
COMP vs DTE
+46.6%
-93.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +4.1% |
| 7D | +14.5% | +1.8% | +12.7% | +13.4% |
| 30D | +14.9% | +9.0% | +5.9% | +8.9% |
| 3M | -14.2% | -0.2% | -14.0% | -14.0% |
| 6M | +23.7% | +0.1% | +23.6% | +22.7% |
| YTD | +2.1% | +10.0% | -7.9% | -6.7% |
| 1Y | +26.2% | +4.7% | +21.5% | +19.6% |
| 3Y | +470.9% | +55.7% | +415.2% | +289.1% |
| 5Y | -14.0% | +45.1% | -59.2% | -32.5% |
| All | -46.5% | +46.6% | -93.1% | -55.7% |
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