+37.3%
IR vs DTE
+31.9%
+5.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -15.0% | -0.5% | -14.5% | -14.9% |
| 3M | -0.4% | -6.0% | +5.6% | +1.8% |
| 6M | -15.0% | -7.2% | -7.8% | -12.8% |
| YTD | -7.1% | +7.2% | -14.2% | -9.4% |
| 1Y | -7.5% | +4.1% | -11.6% | -9.0% |
| 3Y | +6.3% | +46.9% | -40.6% | -9.2% |
| 5Y | +37.3% | +32.9% | +4.4% | +25.0% |
| All | +37.3% | +31.9% | +5.4% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling