+3.6%
DG vs DTE
+45.3%
-41.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -6.3% | -2.0% | -4.3% | -5.7% |
| 30D | +2.4% | -2.4% | +4.8% | +3.2% |
| 3M | +12.4% | -7.3% | +19.7% | +15.2% |
| 6M | -14.9% | -7.6% | -7.3% | -12.9% |
| YTD | -6.1% | +5.8% | -11.9% | -8.6% |
| 1Y | +17.9% | +2.3% | +15.5% | +16.0% |
| All | +3.6% | +45.3% | -41.7% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling