+14,263.1%
DE vs DTE
+3,490.3%
+10,772.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +11.1% | -0.5% | +11.7% | +11.3% |
| 3M | +17.6% | -6.0% | +23.6% | +20.8% |
| 6M | +13.6% | -7.2% | +20.8% | +17.3% |
| YTD | +46.3% | +7.2% | +39.1% | +41.3% |
| 1Y | +44.2% | +4.1% | +40.1% | +40.9% |
| 3Y | +76.6% | +46.9% | +29.7% | +45.1% |
| 5Y | +98.2% | +32.9% | +65.3% | +68.9% |
| 10Y | +863.5% | +144.5% | +719.0% | +497.9% |
| All | +14,263.1% | +3,490.3% | +10,772.9% | +3,057.1% |
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