+29.4%
FFIV vs DTE
+3.3%
+26.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.6% |
| 7D | -0.5% | +3.4% | -4.0% | 0.0% |
| 30D | -32.4% | +8.9% | -41.3% | -31.3% |
| 3M | -25.7% | +1.1% | -26.7% | -25.8% |
| 6M | -13.5% | +0.1% | -13.6% | -14.4% |
| YTD | +21.1% | +11.1% | +10.1% | +17.7% |
| 1Y | +29.4% | +4.9% | +24.5% | +29.5% |
| All | +29.4% | +3.3% | +26.1% | +29.5% |
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 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