+34.0%
DGX vs DTE
+3.0%
+31.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | +0.6% | -2.6% | +3.1% | +1.6% |
| 3M | +21.4% | -3.9% | +25.3% | +23.2% |
| 6M | +14.7% | -7.9% | +22.6% | +18.8% |
| YTD | +38.4% | +7.2% | +31.3% | +29.5% |
| 1Y | +34.0% | +3.1% | +30.9% | +27.3% |
| All | +34.0% | +3.0% | +31.0% | +27.3% |
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