+2,486.5%
EXC vs DTE
+3,620.6%
-1,134.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +1.4% | +3.4% | -2.1% | -1.1% |
| 30D | +8.6% | +8.9% | -0.3% | +2.0% |
| 3M | +2.4% | +1.1% | +1.3% | +1.6% |
| 6M | +6.5% | +0.1% | +6.4% | +6.4% |
| YTD | +9.0% | +11.1% | -2.0% | +0.8% |
| 1Y | +4.6% | +4.9% | -0.4% | +0.7% |
| 3Y | +33.5% | +58.6% | -25.1% | -5.5% |
| 5Y | +41.4% | +47.3% | -5.9% | +5.5% |
| 10Y | +204.3% | +151.3% | +53.0% | +52.3% |
| All | +2,486.5% | +3,620.6% | -1,134.1% | +148.2% |
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