+96.7%
DGX vs DTE
+43.4%
+53.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.3% |
| 7D | -0.9% | -2.6% | +1.7% | +0.3% |
| 30D | -1.2% | -4.4% | +3.2% | +0.9% |
| 3M | +15.8% | -8.3% | +24.1% | +20.4% |
| 6M | +18.2% | -8.1% | +26.2% | +22.4% |
| YTD | +37.2% | +4.4% | +32.8% | +33.0% |
| 1Y | +30.4% | +0.2% | +30.2% | +29.0% |
| 3Y | +96.7% | +42.6% | +54.1% | +69.1% |
| All | +96.7% | +43.4% | +53.3% | +69.1% |
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