+2,271.9%
D vs DTE
+3,490.8%
-1,218.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | +1.5% | +0.2% | +1.3% | +1.3% |
| 30D | -2.6% | -2.6% | 0.0% | -0.9% |
| 3M | 0.0% | -3.9% | +3.9% | +2.5% |
| 6M | +7.4% | -7.9% | +15.3% | +13.2% |
| YTD | +15.9% | +7.2% | +8.7% | +10.6% |
| 1Y | +18.1% | +3.1% | +15.0% | +15.6% |
| 3Y | +58.4% | +47.6% | +10.8% | +23.2% |
| 5Y | +5.2% | +32.7% | -27.5% | -12.1% |
| 10Y | +35.9% | +138.8% | -102.9% | -23.9% |
| All | +2,271.9% | +3,490.8% | -1,218.9% | +219.5% |
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 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