+134.2%
DTE vs DAR
+366.1%
-231.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | -2.6% | -0.1% | -2.4% | -2.6% |
| 30D | -4.4% | +2.6% | -7.0% | -4.9% |
| 3M | -8.3% | +14.2% | -22.6% | -10.7% |
| 6M | -8.1% | +17.2% | -25.3% | -11.0% |
| YTD | +4.4% | +80.9% | -76.4% | -6.6% |
| 1Y | +0.2% | +104.0% | -103.8% | -12.8% |
| 3Y | +42.6% | +3.6% | +39.0% | +38.1% |
| 5Y | +31.5% | -7.8% | +39.3% | +25.5% |
| All | +134.2% | +366.1% | -231.9% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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