+1,249.3%
ES vs DTE
+3,619.8%
-2,370.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | +0.1% | +1.6% | -1.5% | -0.9% |
| 30D | +6.7% | +9.1% | -2.4% | +1.0% |
| 3M | +0.3% | +2.4% | -2.1% | -1.2% |
| 6M | +7.4% | -0.2% | +7.6% | +7.6% |
| YTD | +8.4% | +11.0% | -2.6% | +1.6% |
| 1Y | +0.6% | +3.4% | -2.7% | -1.3% |
| 3Y | +50.6% | +57.1% | -6.4% | +14.7% |
| 5Y | +4.8% | +46.6% | -41.7% | -16.0% |
| 10Y | +93.1% | +151.3% | -58.2% | +10.3% |
| All | +1,249.3% | +3,619.8% | -2,370.4% | +120.5% |
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