+32.3%
DTE vs USFR
+20.6%
+11.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.4% |
| 30D | -4.4% | +0.4% | -4.8% | -4.1% |
| 3M | -8.3% | +1.0% | -9.4% | -7.4% |
| 6M | -8.1% | +2.0% | -10.1% | -6.1% |
| YTD | +4.4% | +2.8% | +1.7% | +7.5% |
| 1Y | +0.2% | +4.1% | -3.9% | +4.5% |
| 3Y | +42.6% | +14.1% | +28.5% | +85.5% |
| All | +32.3% | +20.6% | +11.7% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling