+891.7%
DD vs DTE
+3,398.4%
-2,506.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.4% |
| 7D | -3.5% | -2.6% | -0.9% | -2.2% |
| 30D | -11.7% | -4.4% | -7.3% | -9.6% |
| 3M | -9.2% | -8.3% | -0.9% | -5.4% |
| 6M | -7.2% | -8.1% | +0.9% | -3.7% |
| YTD | +6.6% | +4.4% | +2.2% | +3.3% |
| 1Y | +32.0% | +0.2% | +31.8% | +30.4% |
| 3Y | +42.1% | +42.6% | -0.5% | +15.5% |
| 5Y | +58.1% | +31.5% | +26.6% | +32.5% |
| 10Y | +65.3% | +138.2% | -72.9% | -1.9% |
| All | +891.7% | +3,398.4% | -2,506.8% | +89.9% |
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 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