+227.5%
LOW vs DTE
+137.8%
+89.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.8% |
| 7D | -3.7% | -2.6% | -1.2% | -2.4% |
| 30D | -8.9% | -4.4% | -4.5% | -6.7% |
| 3M | -10.4% | -8.3% | -2.1% | -6.2% |
| 6M | -19.4% | -8.1% | -11.3% | -15.8% |
| YTD | -17.1% | +4.4% | -21.5% | -19.3% |
| 1Y | -26.3% | +0.2% | -26.4% | -26.7% |
| 3Y | -9.9% | +42.6% | -52.5% | -27.5% |
| 5Y | +6.1% | +31.5% | -25.3% | -12.0% |
| All | +227.5% | +137.8% | +89.7% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling