+17.2%
COMP vs DTE
-6.2%
+23.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.5% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -13.3% | -2.6% | -10.8% | -13.5% |
| 3M | +41.1% | -3.9% | +45.0% | +39.3% |
| 6M | +17.2% | -7.9% | +25.1% | +17.1% |
| All | +17.2% | -6.2% | +23.3% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling