+291.3%
IR vs DTE
+107.0%
+184.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -15.1% | -2.6% | -12.6% | -14.1% |
| 3M | +6.1% | -3.9% | +10.0% | +8.0% |
| 6M | -16.8% | -7.9% | -8.9% | -13.7% |
| YTD | -3.5% | +7.2% | -10.7% | -7.1% |
| 1Y | -3.5% | +3.1% | -6.6% | -5.3% |
| 3Y | +9.5% | +47.6% | -38.1% | -12.2% |
| 5Y | +45.1% | +32.7% | +12.4% | +21.8% |
| All | +291.3% | +107.0% | +184.2% | +171.9% |
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