+3.4%
EXC vs DTE
+5.6%
-2.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | -0.3% |
| 7D | +3.3% | +4.2% | -0.9% | 0.0% |
| 30D | +13.3% | +10.0% | +3.3% | +5.4% |
| 3M | +1.8% | -2.1% | +3.9% | +3.1% |
| 6M | +1.1% | -4.7% | +5.8% | +4.4% |
| YTD | +9.0% | +9.3% | -0.3% | +2.1% |
| 1Y | +3.4% | +6.6% | -3.3% | -1.6% |
| All | +3.4% | +5.6% | -2.2% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling