+46.4%
DTE vs ALM
+2,150.5%
-2,104.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.8% |
| 7D | 0.0% | +3.6% | -3.6% | -0.1% |
| 30D | -0.5% | +33.8% | -34.3% | -1.1% |
| 3M | -6.0% | +14.8% | -20.8% | -6.5% |
| 6M | -7.2% | -7.0% | -0.3% | -7.5% |
| YTD | +7.2% | +108.1% | -100.9% | +4.5% |
| 1Y | +4.1% | +313.8% | -309.7% | -0.7% |
| All | +46.4% | +2,150.5% | -2,104.1% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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