+1,243.3%
ES vs DTE
+3,490.8%
-2,247.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | -2.0% | -2.6% | +0.6% | -0.4% |
| 3M | +1.7% | -3.9% | +5.6% | +4.3% |
| 6M | -3.5% | -7.9% | +4.4% | +1.6% |
| YTD | +7.9% | +7.2% | +0.7% | +3.5% |
| 1Y | +17.2% | +3.1% | +14.1% | +15.1% |
| 3Y | +29.3% | +47.6% | -18.3% | +2.5% |
| 5Y | -5.7% | +32.7% | -38.5% | -19.8% |
| 10Y | +85.2% | +138.8% | -53.5% | +9.2% |
| All | +1,243.3% | +3,490.8% | -2,247.5% | +124.5% |
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