+8,533.7%
FIX vs DTE
+2,022.1%
+6,511.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.9% |
| 7D | -13.9% | +3.5% | -17.5% | -15.5% |
| 30D | -35.5% | +9.5% | -45.1% | -38.8% |
| 3M | -33.9% | +2.5% | -36.5% | -35.0% |
| 6M | -43.3% | +0.6% | -43.9% | -44.0% |
| YTD | +18.7% | +10.5% | +8.2% | +11.2% |
| 1Y | +13.8% | +3.3% | +10.4% | +10.4% |
| 3Y | +495.0% | +56.3% | +438.7% | +350.5% |
| 5Y | +1,049.0% | +44.9% | +1,004.1% | +791.5% |
| 10Y | +3,644.4% | +149.2% | +3,495.3% | +2,027.9% |
| All | +8,533.7% | +2,022.1% | +6,511.6% | +1,939.8% |
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