+143.3%
DELL vs DTE
+5.6%
+137.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.3% | -7.8% |
| 7D | -24.6% | +4.2% | -28.8% | -23.3% |
| 30D | -32.5% | +10.0% | -42.5% | -30.3% |
| 3M | -20.2% | -2.1% | -18.1% | -21.1% |
| 6M | +76.5% | -4.7% | +81.1% | +75.2% |
| YTD | +198.9% | +9.3% | +189.6% | +200.2% |
| 1Y | +143.3% | +6.6% | +136.7% | +143.5% |
| All | +143.3% | +5.6% | +137.8% | +143.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling