+49.1%
D vs DTE
+152.1%
-103.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -1.4% | +3.4% | -4.8% | -3.9% |
| 30D | +7.7% | +8.9% | -1.2% | +1.1% |
| 3M | -0.3% | +1.1% | -1.3% | -1.1% |
| 6M | +10.1% | +0.1% | +10.0% | +9.8% |
| YTD | +19.1% | +11.1% | +8.0% | +9.9% |
| 1Y | +15.9% | +4.9% | +11.0% | +11.5% |
| 3Y | +75.0% | +58.6% | +16.4% | +24.8% |
| 5Y | +13.4% | +47.3% | -33.9% | -14.3% |
| All | +49.1% | +152.1% | -103.0% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling