+114.1%
DT vs DTE
+55.0%
+59.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -1.6% | -2.6% | +1.0% | -0.8% |
| 30D | +3.0% | -4.4% | +7.4% | +4.6% |
| 3M | +26.5% | -8.3% | +34.8% | +29.8% |
| 6M | +35.9% | -8.1% | +44.0% | +38.8% |
| YTD | +17.8% | +4.4% | +13.4% | +14.3% |
| 1Y | +4.1% | +0.2% | +3.9% | +2.4% |
| 3Y | +5.3% | +42.6% | -37.3% | -11.9% |
| 5Y | -27.2% | +31.5% | -58.6% | -37.9% |
| All | +114.1% | +55.0% | +59.1% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling