-46.7%
COMP vs DTE
+44.2%
-90.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.9% |
| 7D | +4.1% | +0.9% | +3.2% | +3.5% |
| 30D | -14.5% | -1.9% | -12.7% | -13.5% |
| 3M | +41.8% | -3.3% | +45.1% | +44.1% |
| 6M | +23.6% | -7.1% | +30.7% | +28.3% |
| YTD | +1.7% | +8.1% | -6.4% | -6.2% |
| 1Y | +12.6% | +5.3% | +7.3% | +5.6% |
| 3Y | +221.9% | +48.2% | +173.7% | +126.7% |
| 5Y | -28.1% | +33.2% | -61.4% | -42.8% |
| All | -46.7% | +44.2% | -90.8% | -55.5% |
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