+2,841.0%
GE vs DTE
+3,620.6%
-779.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.7% | +3.4% | -0.8% | +1.0% |
| 30D | +8.1% | +8.9% | -0.8% | +3.7% |
| 3M | -7.9% | +1.1% | -8.9% | -8.4% |
| 6M | +12.9% | +0.1% | +12.8% | +12.5% |
| YTD | +8.2% | +11.1% | -2.9% | +2.1% |
| 1Y | +9.7% | +4.9% | +4.7% | +6.4% |
| 3Y | +266.1% | +58.6% | +207.5% | +184.4% |
| 5Y | +407.4% | +47.3% | +360.1% | +302.2% |
| 10Y | +150.3% | +151.3% | -1.0% | +49.0% |
| All | +2,841.0% | +3,620.6% | -779.5% | +404.8% |
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