-26.7%
DT vs DTE
+31.2%
-57.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -2.5% | -2.0% | -0.5% | -2.3% |
| 30D | +3.5% | -2.4% | +5.9% | +3.8% |
| 3M | +26.7% | -7.3% | +34.0% | +27.7% |
| 6M | +36.1% | -7.6% | +43.8% | +37.1% |
| YTD | +18.6% | +5.8% | +12.8% | +16.1% |
| 1Y | +7.9% | +2.3% | +5.5% | +6.2% |
| 3Y | +8.6% | +45.0% | -36.4% | -2.7% |
| 5Y | -26.7% | +33.2% | -59.9% | -29.7% |
| All | -26.7% | +31.2% | -57.9% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling