+5.2%
LOW vs DTE
+30.3%
-25.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | -3.7% | -2.6% | -1.2% | -2.6% |
| 30D | -8.9% | -4.4% | -4.5% | -7.1% |
| 3M | -10.4% | -8.3% | -2.1% | -7.0% |
| 6M | -19.4% | -8.1% | -11.3% | -16.5% |
| YTD | -17.1% | +4.4% | -21.5% | -18.7% |
| 1Y | -26.3% | +0.2% | -26.4% | -26.5% |
| 3Y | -9.9% | +42.6% | -52.5% | -23.8% |
| All | +5.2% | +30.3% | -25.1% | -8.0% |
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