+34,456.9%
LOW vs DTE
+3,490.3%
+30,966.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -9.3% | -0.5% | -8.7% | -9.1% |
| 3M | -8.1% | -6.0% | -2.0% | -5.4% |
| 6M | -19.8% | -7.2% | -12.5% | -17.0% |
| YTD | -16.4% | +7.2% | -23.5% | -19.3% |
| 1Y | -24.7% | +4.1% | -28.7% | -26.4% |
| 3Y | -8.8% | +46.9% | -55.7% | -25.3% |
| 5Y | +7.8% | +32.9% | -25.1% | -8.4% |
| 10Y | +233.8% | +144.5% | +89.4% | +108.3% |
| All | +34,456.9% | +3,490.3% | +30,966.6% | +5,791.1% |
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