+2,228.5%
ED vs DTE
+3,521.9%
-1,293.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +0.5% | +0.9% | -0.4% | 0.0% |
| 30D | +1.1% | -1.9% | +3.0% | +2.3% |
| 3M | +4.6% | -3.3% | +8.0% | +6.9% |
| 6M | -2.0% | -7.1% | +5.2% | +2.6% |
| YTD | +11.7% | +8.1% | +3.6% | +6.3% |
| 1Y | +15.7% | +5.3% | +10.5% | +11.9% |
| 3Y | +34.4% | +48.2% | -13.8% | +4.7% |
| 5Y | +67.3% | +33.2% | +34.1% | +39.4% |
| 10Y | +104.0% | +137.5% | -33.5% | +14.0% |
| All | +2,228.5% | +3,521.9% | -1,293.5% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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