+34.1%
D vs DTE
+137.8%
-103.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.1% |
| 7D | -2.2% | -2.6% | +0.3% | -0.3% |
| 30D | -4.5% | -4.4% | -0.1% | -1.2% |
| 3M | -2.5% | -8.3% | +5.8% | +3.8% |
| 6M | +5.5% | -8.1% | +13.6% | +12.2% |
| YTD | +13.3% | +4.4% | +8.8% | +9.4% |
| 1Y | +11.8% | +0.2% | +11.7% | +11.4% |
| 3Y | +56.7% | +42.6% | +14.1% | +20.9% |
| 5Y | +4.3% | +31.5% | -27.2% | -14.6% |
| All | +34.1% | +137.8% | -103.8% | -29.8% |
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