+615.0%
F vs DTE
+3,490.8%
-2,875.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +5.3% | +0.2% | +5.2% | +5.2% |
| 30D | +4.6% | -2.6% | +7.2% | +5.9% |
| 3M | -3.7% | -3.9% | +0.2% | -2.1% |
| 6M | +16.8% | -7.9% | +24.7% | +21.0% |
| YTD | +15.3% | +7.2% | +8.1% | +10.4% |
| 1Y | +31.0% | +3.1% | +27.9% | +27.8% |
| 3Y | +45.4% | +47.6% | -2.1% | +17.4% |
| 5Y | +54.7% | +32.7% | +21.9% | +31.1% |
| 10Y | +98.2% | +138.8% | -40.5% | +21.4% |
| All | +615.0% | +3,490.8% | -2,875.8% | +34.9% |
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