+7,692.7%
EW vs DTE
+1,544.7%
+6,148.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +4.9% | +3.4% | +1.5% | +3.6% |
| 30D | +23.9% | +8.9% | +15.1% | +20.0% |
| 3M | +15.8% | +1.1% | +14.7% | +15.2% |
| 6M | +31.7% | +0.1% | +31.6% | +31.2% |
| YTD | +25.7% | +11.1% | +14.6% | +20.0% |
| 1Y | +24.4% | +4.9% | +19.5% | +21.3% |
| 3Y | +65.9% | +58.6% | +7.3% | +36.1% |
| 5Y | -7.6% | +47.3% | -54.9% | -22.8% |
| 10Y | +253.2% | +151.3% | +101.9% | +132.9% |
| All | +7,692.7% | +1,544.7% | +6,148.1% | +2,111.4% |
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