+2,337.5%
D vs DTE
+3,620.6%
-1,283.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.4% | +3.4% | -4.8% | -3.6% |
| 30D | +7.7% | +8.9% | -1.2% | +1.9% |
| 3M | -0.3% | +1.1% | -1.3% | -1.0% |
| 6M | +10.1% | +0.1% | +10.0% | +9.9% |
| YTD | +19.1% | +11.1% | +8.0% | +11.0% |
| 1Y | +15.9% | +4.9% | +11.0% | +12.1% |
| 3Y | +75.0% | +58.6% | +16.4% | +29.7% |
| 5Y | +13.4% | +47.3% | -33.9% | -11.4% |
| 10Y | +47.5% | +151.3% | -103.8% | -20.1% |
| All | +2,337.5% | +3,620.6% | -1,283.1% | +220.7% |
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