+15.1%
EW vs DTE
+47.2%
-32.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -6.4% | -0.5% | -5.8% | -6.3% |
| 3M | -1.6% | -6.0% | +4.5% | -0.3% |
| 6M | +2.3% | -7.2% | +9.5% | +3.8% |
| YTD | +1.1% | +7.2% | -6.1% | -1.0% |
| 1Y | +8.0% | +4.1% | +3.9% | +6.5% |
| All | +15.1% | +47.2% | -32.1% | +3.7% |
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