-33.5%
EL vs DTE
+45.3%
-78.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.8% |
| 7D | -4.4% | -2.0% | -2.4% | -3.6% |
| 30D | +10.3% | -2.4% | +12.7% | +11.2% |
| 3M | +13.4% | -7.3% | +20.7% | +16.5% |
| 6M | +3.1% | -7.6% | +10.7% | +5.7% |
| YTD | -6.9% | +5.8% | -12.7% | -11.3% |
| 1Y | +11.9% | +2.3% | +9.6% | +8.5% |
| All | -33.5% | +45.3% | -78.8% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling