+900.8%
DTE vs BG
+1,192.5%
-291.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.4% |
| 7D | -2.0% | +3.7% | -5.7% | -2.7% |
| 30D | -2.4% | +12.3% | -14.7% | -4.6% |
| 3M | -7.3% | -2.2% | -5.1% | -7.2% |
| 6M | -7.6% | +5.3% | -13.0% | -9.1% |
| YTD | +5.8% | +42.4% | -36.6% | -1.9% |
| 1Y | +2.3% | +55.2% | -52.9% | -7.0% |
| 3Y | +45.0% | +21.0% | +24.0% | +36.7% |
| 5Y | +33.2% | +87.1% | -53.9% | +12.9% |
| 10Y | +141.4% | +169.8% | -28.4% | +81.2% |
| All | +900.8% | +1,192.5% | -291.7% | +551.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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