+110.9%
DT vs DTE
+60.5%
+50.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | -4.9% | +0.9% | -5.7% | -5.1% |
| 30D | +2.7% | -1.9% | +4.6% | +3.3% |
| 3M | +20.0% | -3.3% | +23.3% | +20.9% |
| 6M | +28.0% | -7.1% | +35.2% | +30.4% |
| YTD | +16.0% | +8.1% | +7.9% | +11.3% |
| 1Y | +0.7% | +5.3% | -4.5% | -2.6% |
| 3Y | +6.2% | +48.2% | -42.0% | -12.3% |
| 5Y | -28.1% | +33.2% | -61.4% | -38.8% |
| All | +110.9% | +60.5% | +50.4% | +54.3% |
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 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