+12.6%
COMP vs DTE
+4.2%
+8.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.2% |
| 7D | +4.1% | +0.9% | +3.2% | +4.2% |
| 30D | -14.5% | -1.9% | -12.7% | -14.8% |
| 3M | +41.8% | -3.3% | +45.1% | +40.3% |
| 6M | +23.6% | -7.1% | +30.7% | +22.1% |
| YTD | +1.7% | +8.1% | -6.4% | +1.2% |
| 1Y | +12.6% | +5.3% | +7.3% | +10.4% |
| All | +12.6% | +4.2% | +8.4% | +10.4% |
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 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