+12,471.5%
FIX vs DTE
+1,958.9%
+10,512.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +6.0% | +0.2% | +5.9% | +5.9% |
| 30D | -7.2% | -2.6% | -4.7% | -5.9% |
| 3M | -15.9% | -3.9% | -11.9% | -14.6% |
| 6M | +12.7% | -7.9% | +20.7% | +16.8% |
| YTD | +72.8% | +7.2% | +65.6% | +65.1% |
| 1Y | +122.9% | +3.1% | +119.8% | +117.2% |
| 3Y | +774.3% | +47.6% | +726.7% | +582.9% |
| 5Y | +2,049.5% | +32.7% | +2,016.8% | +1,656.4% |
| 10Y | +5,821.5% | +138.8% | +5,682.7% | +3,344.8% |
| All | +12,471.5% | +1,958.9% | +10,512.6% | +2,929.1% |
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