+98.2%
DG vs DTE
+137.8%
-39.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | -6.5% | -2.6% | -3.9% | -5.8% |
| 30D | +4.2% | -4.4% | +8.6% | +5.4% |
| 3M | +9.5% | -8.3% | +17.8% | +12.2% |
| 6M | -13.1% | -8.1% | -5.1% | -11.3% |
| YTD | -4.8% | +4.4% | -9.3% | -6.4% |
| 1Y | +20.6% | +0.2% | +20.4% | +20.1% |
| 3Y | +4.9% | +42.6% | -37.7% | -6.1% |
| 5Y | -37.9% | +31.5% | -69.3% | -43.3% |
| All | +98.2% | +137.8% | -39.6% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling