+506.4%
F vs DTE
+3,619.8%
-3,113.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -2.1% | +1.6% | -3.7% | -2.9% |
| 30D | +3.3% | +9.1% | -5.8% | -1.1% |
| 3M | -11.3% | +2.4% | -13.7% | -12.5% |
| 6M | +5.3% | -0.2% | +5.6% | +5.0% |
| YTD | -2.2% | +11.0% | -13.3% | -8.1% |
| 1Y | -3.5% | +3.4% | -6.9% | -6.0% |
| 3Y | +49.5% | +57.1% | -7.5% | +17.0% |
| 5Y | -13.5% | +46.6% | -60.1% | -30.2% |
| 10Y | +69.0% | +151.3% | -82.3% | +1.1% |
| All | +506.4% | +3,619.8% | -3,113.4% | +12.3% |
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