+336.0%
IR vs DTE
+114.5%
+221.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +2.5% | +3.4% | -0.9% | +0.9% |
| 30D | +9.2% | +8.9% | +0.3% | +4.7% |
| 3M | +0.9% | +1.1% | -0.1% | +0.3% |
| 6M | +19.2% | +0.1% | +19.2% | +18.8% |
| YTD | +7.5% | +11.1% | -3.6% | +1.7% |
| 1Y | +11.7% | +4.9% | +6.8% | +8.6% |
| 3Y | +23.9% | +58.6% | -34.7% | -4.1% |
| 5Y | +46.4% | +47.3% | -0.9% | +16.2% |
| All | +336.0% | +114.5% | +221.4% | +197.4% |
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