-2.5%
IBM vs DTE
+3.0%
-5.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +0.3% | -2.6% | +2.8% | +0.2% |
| 3M | -21.6% | -3.9% | -17.7% | -20.7% |
| 6M | -4.7% | -7.9% | +3.2% | -3.9% |
| YTD | -19.1% | +7.2% | -26.3% | -17.4% |
| 1Y | -2.5% | +3.1% | -5.6% | +5.5% |
| All | -2.5% | +3.0% | -5.5% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling