+8,968.5%
FIX vs DTE
+2,032.8%
+6,935.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.8% |
| 7D | +6.4% | +1.6% | +4.9% | +5.8% |
| 30D | -29.1% | +9.1% | -38.2% | -32.5% |
| 3M | -31.1% | +2.4% | -33.6% | -32.2% |
| 6M | -42.8% | -0.2% | -42.6% | -43.3% |
| YTD | +24.6% | +11.0% | +13.6% | +16.5% |
| 1Y | +21.9% | +3.4% | +18.6% | +18.4% |
| 3Y | +524.9% | +57.1% | +467.9% | +372.0% |
| 5Y | +1,092.2% | +46.6% | +1,045.7% | +819.7% |
| 10Y | +3,759.0% | +151.3% | +3,607.8% | +2,083.9% |
| All | +8,968.5% | +2,032.8% | +6,935.7% | +2,037.2% |
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