-44.8%
COMP vs DTE
+42.9%
-87.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +1.0% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -13.3% | -2.6% | -10.8% | -11.9% |
| 3M | +41.1% | -3.9% | +45.0% | +43.8% |
| 6M | +17.2% | -7.9% | +25.1% | +22.3% |
| YTD | +5.2% | +7.2% | -2.0% | -2.5% |
| 1Y | +18.9% | +3.1% | +15.9% | +13.3% |
| 3Y | +215.9% | +47.6% | +168.3% | +122.8% |
| 5Y | -31.2% | +32.7% | -63.9% | -44.8% |
| All | -44.8% | +42.9% | -87.7% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling