+1.9%
ES vs DTE
+45.8%
-43.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | +0.9% | +3.5% | -2.7% | -2.5% |
| 30D | +5.9% | +9.5% | -3.6% | -2.7% |
| 3M | -1.0% | +2.5% | -3.6% | -3.4% |
| 6M | +7.2% | +0.6% | +6.6% | +6.4% |
| YTD | +7.0% | +10.5% | -3.5% | -2.8% |
| 1Y | +0.5% | +3.3% | -2.9% | -2.9% |
| 3Y | +48.7% | +56.3% | -7.6% | -3.2% |
| 5Y | +1.9% | +44.9% | -43.0% | -28.6% |
| All | +1.9% | +45.8% | -43.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling