+1,115.2%
DIA vs DTE
+1,461.8%
-346.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | -2.1% | -1.9% | -0.2% | -1.3% |
| 3M | +4.2% | -3.3% | +7.5% | +5.5% |
| 6M | +11.9% | -7.1% | +19.0% | +15.1% |
| YTD | +10.8% | +8.1% | +2.7% | +6.2% |
| 1Y | +17.5% | +5.3% | +12.3% | +13.9% |
| 3Y | +59.9% | +48.2% | +11.8% | +30.6% |
| 5Y | +64.1% | +33.2% | +30.9% | +39.1% |
| 10Y | +246.2% | +137.5% | +108.7% | +116.6% |
| All | +1,115.2% | +1,461.8% | -346.6% | +234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling