-8.8%
IR vs DTE
+2.7%
-11.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -3.1% | -2.0% | -1.1% | -2.2% |
| 30D | -14.0% | -2.4% | -11.6% | -13.1% |
| 3M | +3.7% | -7.3% | +11.0% | +7.3% |
| 6M | -15.4% | -7.6% | -7.7% | -12.2% |
| YTD | -7.7% | +5.8% | -13.5% | -10.4% |
| 1Y | -8.8% | +2.3% | -11.2% | -9.6% |
| All | -8.8% | +2.7% | -11.6% | -9.6% |
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