+11,573.1%
COST vs DTE
+3,490.3%
+8,082.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.5% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | -0.5% | -4.7% | -5.1% |
| 3M | -6.7% | -6.0% | -0.6% | -4.8% |
| 6M | -9.9% | -7.2% | -2.7% | -7.9% |
| YTD | +5.1% | +7.2% | -2.0% | +2.5% |
| 1Y | -7.3% | +4.1% | -11.3% | -8.9% |
| 3Y | +70.4% | +46.9% | +23.5% | +47.5% |
| 5Y | +104.4% | +32.9% | +71.5% | +82.3% |
| 10Y | +609.0% | +144.5% | +464.5% | +391.0% |
| All | +11,573.1% | +3,490.3% | +8,082.9% | +2,924.9% |
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