+46.0%
DGX vs DTE
+5.6%
+40.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.6% |
| 7D | +4.1% | +4.2% | -0.1% | +2.7% |
| 30D | +10.5% | +10.0% | +0.5% | +7.1% |
| 3M | +9.8% | -2.1% | +11.9% | +11.1% |
| 6M | +34.6% | -4.7% | +39.2% | +37.4% |
| YTD | +49.8% | +9.3% | +40.5% | +38.8% |
| 1Y | +46.0% | +6.6% | +39.4% | +37.3% |
| All | +46.0% | +5.6% | +40.5% | +37.3% |
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 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