+5,589.7%
IT vs DTE
+2,048.9%
+3,540.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.9% | -8.3% | -7.8% |
| 7D | -9.1% | +0.9% | -10.0% | -9.5% |
| 30D | -7.0% | -1.9% | -5.1% | -6.4% |
| 3M | +7.6% | -3.3% | +11.0% | +9.0% |
| 6M | +2.1% | -7.1% | +9.2% | +4.7% |
| YTD | -31.6% | +8.1% | -39.7% | -34.8% |
| 1Y | -29.9% | +5.3% | -35.2% | -32.5% |
| 3Y | -51.3% | +48.2% | -99.4% | -60.3% |
| 5Y | -44.8% | +33.2% | -78.0% | -53.2% |
| 10Y | +91.4% | +137.5% | -46.1% | +21.8% |
| All | +5,589.7% | +2,048.9% | +3,540.8% | +1,208.6% |
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 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