+99.6%
DE vs DTE
+30.3%
+69.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -2.6% | -2.6% | 0.0% | -1.5% |
| 30D | +9.0% | -4.4% | +13.4% | +11.0% |
| 3M | +19.1% | -8.3% | +27.5% | +23.4% |
| 6M | +14.4% | -8.1% | +22.5% | +18.2% |
| YTD | +45.9% | +4.4% | +41.5% | +43.1% |
| 1Y | +43.6% | +0.2% | +43.4% | +43.0% |
| 3Y | +75.9% | +42.6% | +33.3% | +50.2% |
| All | +99.6% | +30.3% | +69.3% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling