+78.9%
INFY vs DTE
+137.8%
-58.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | -5.4% | -2.6% | -2.8% | -4.7% |
| 30D | -9.9% | -4.4% | -5.5% | -8.7% |
| 3M | -4.6% | -8.3% | +3.8% | -2.1% |
| 6M | -18.5% | -8.1% | -10.4% | -16.7% |
| YTD | -36.5% | +4.4% | -41.0% | -37.8% |
| 1Y | -32.8% | +0.2% | -32.9% | -33.3% |
| 3Y | -32.2% | +42.6% | -74.8% | -41.3% |
| 5Y | -44.7% | +31.5% | -76.1% | -51.3% |
| All | +78.9% | +137.8% | -58.9% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling