-4.0%
M vs DTE
+137.8%
-141.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +9.0% | +8.5% |
| 7D | -4.2% | -2.6% | -1.6% | -2.7% |
| 30D | -7.2% | -4.4% | -2.8% | -4.6% |
| 3M | -11.1% | -8.3% | -2.8% | -6.5% |
| 6M | +28.8% | -8.1% | +36.9% | +34.4% |
| YTD | +2.0% | +4.4% | -2.4% | -2.5% |
| 1Y | +31.3% | +0.2% | +31.1% | +28.6% |
| 3Y | +119.1% | +42.6% | +76.5% | +64.3% |
| 5Y | +29.7% | +31.5% | -1.8% | -0.7% |
| All | -4.0% | +137.8% | -141.9% | -44.1% |
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 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