+4.1%
DTE vs FIVE
+64.7%
-60.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.9% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | -0.5% | +5.0% | -5.5% | -0.5% |
| 3M | -6.0% | +29.5% | -35.5% | -5.9% |
| 6M | -7.2% | +12.4% | -19.6% | -6.8% |
| YTD | +7.2% | +31.2% | -24.0% | +7.2% |
| 1Y | +4.1% | +72.9% | -68.8% | +4.0% |
| All | +4.1% | +64.7% | -60.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling