-45.6%
IT vs DTE
+31.2%
-76.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -12.7% | -2.0% | -10.7% | -12.2% |
| 30D | -8.9% | -2.4% | -6.5% | -8.4% |
| 3M | +10.1% | -7.3% | +17.4% | +12.5% |
| 6M | +7.3% | -7.6% | +14.9% | +9.3% |
| YTD | -32.4% | +5.8% | -38.2% | -34.5% |
| 1Y | -26.6% | +2.3% | -29.0% | -28.2% |
| 3Y | -51.8% | +45.0% | -96.8% | -59.2% |
| 5Y | -45.6% | +33.2% | -78.8% | -50.9% |
| All | -45.6% | +31.2% | -76.8% | -50.9% |
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 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