+423.6%
COMP vs DTE
+57.1%
+366.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | 0.0% | +3.4% | -3.4% | -1.9% |
| 30D | +16.6% | +8.9% | +7.7% | +11.4% |
| 3M | -23.5% | +1.1% | -24.6% | -24.0% |
| 6M | +25.7% | +0.1% | +25.7% | +24.5% |
| YTD | -3.4% | +11.1% | -14.5% | -12.6% |
| 1Y | +7.6% | +4.9% | +2.6% | +1.7% |
| 3Y | +423.6% | +58.6% | +365.0% | +164.3% |
| All | +423.6% | +57.1% | +366.5% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling