-49.3%
COMP vs DTE
+43.2%
-92.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.6% | +10.6% |
| 7D | +13.4% | -0.3% | +13.7% | +13.9% |
| 30D | +11.1% | +6.2% | +4.9% | +7.1% |
| 3M | -18.8% | -2.6% | -16.2% | -17.3% |
| 6M | +10.5% | -3.5% | +14.0% | +12.3% |
| YTD | -3.4% | +7.4% | -10.8% | -10.4% |
| 1Y | +19.7% | +4.2% | +15.5% | +13.4% |
| 3Y | +381.6% | +51.7% | +329.9% | +233.7% |
| 5Y | -17.6% | +39.7% | -57.3% | -34.4% |
| All | -49.3% | +43.2% | -92.5% | -57.4% |
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 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