+37.2%
M vs DTE
+5.6%
+31.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.4% | +5.2% | +7.6% |
| 7D | +8.3% | +4.2% | +4.0% | +8.3% |
| 30D | +14.2% | +10.0% | +4.2% | +14.8% |
| 3M | -1.1% | -2.1% | +1.0% | -1.8% |
| 6M | +36.6% | -4.7% | +41.3% | +35.9% |
| YTD | +19.8% | +9.3% | +10.5% | +18.9% |
| 1Y | +37.2% | +6.6% | +30.6% | +36.6% |
| All | +37.2% | +5.6% | +31.6% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling