+556.0%
DG vs DTE
+646.1%
-90.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.3% |
| 7D | -2.5% | +0.9% | -3.3% | -2.7% |
| 30D | +1.0% | -1.9% | +2.9% | +1.5% |
| 3M | +20.3% | -3.3% | +23.6% | +21.5% |
| 6M | -11.7% | -7.1% | -4.6% | -10.1% |
| YTD | -2.3% | +8.1% | -10.4% | -4.9% |
| 1Y | +20.0% | +5.3% | +14.7% | +17.7% |
| 3Y | +7.2% | +48.2% | -40.9% | -5.6% |
| 5Y | -37.9% | +33.2% | -71.2% | -43.9% |
| 10Y | +107.3% | +137.5% | -30.2% | +53.1% |
| All | +556.0% | +646.1% | -90.1% | +198.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling