+2,864.0%
GE vs DTE
+3,521.9%
-657.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.1% |
| 7D | +1.2% | +0.9% | +0.3% | +0.7% |
| 30D | -9.5% | -1.9% | -7.6% | -8.7% |
| 3M | +4.1% | -3.3% | +7.5% | +5.6% |
| 6M | +3.9% | -7.1% | +11.1% | +7.3% |
| YTD | +9.0% | +8.1% | +0.9% | +4.3% |
| 1Y | +21.9% | +5.3% | +16.7% | +18.0% |
| 3Y | +281.8% | +48.2% | +233.6% | +206.3% |
| 5Y | +436.7% | +33.2% | +403.5% | +347.6% |
| 10Y | +151.5% | +137.5% | +14.0% | +53.7% |
| All | +2,864.0% | +3,521.9% | -657.9% | +415.8% |
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