+75.0%
D vs DTE
+57.1%
+17.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -1.4% | +3.4% | -4.8% | -4.3% |
| 30D | +7.7% | +8.9% | -1.2% | +0.1% |
| 3M | -0.3% | +1.1% | -1.3% | -1.3% |
| 6M | +10.1% | +0.1% | +10.0% | +9.6% |
| YTD | +19.1% | +11.1% | +8.0% | +7.7% |
| 1Y | +15.9% | +4.9% | +11.0% | +10.3% |
| 3Y | +75.0% | +58.6% | +16.4% | +15.5% |
| All | +75.0% | +57.1% | +17.9% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling