+2,451.8%
EXC vs DTE
+3,606.7%
-1,154.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.9% | +3.2% | -5.1% | -4.2% |
| 30D | +7.8% | +8.5% | -0.7% | +1.5% |
| 3M | +1.9% | +1.3% | +0.6% | +0.9% |
| 6M | +3.4% | -0.7% | +4.1% | +3.9% |
| YTD | +7.6% | +10.6% | -3.1% | -0.3% |
| 1Y | +2.1% | +2.6% | -0.5% | -0.1% |
| 3Y | +29.6% | +56.5% | -26.9% | -7.4% |
| 5Y | +39.5% | +46.7% | -7.2% | +4.4% |
| 10Y | +200.2% | +150.4% | +49.8% | +50.7% |
| All | +2,451.8% | +3,606.7% | -1,154.9% | +145.5% |
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