+116.3%
M vs DTE
+48.7%
+67.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | +2.4% | +0.9% | +1.5% | +2.1% |
| 30D | -11.6% | -1.9% | -9.7% | -11.1% |
| 3M | +1.6% | -3.3% | +4.9% | +2.5% |
| 6M | +25.2% | -7.1% | +32.3% | +27.8% |
| YTD | +3.8% | +8.1% | -4.4% | -0.8% |
| 1Y | +36.3% | +5.3% | +31.1% | +31.6% |
| 3Y | +116.3% | +48.2% | +68.2% | +58.5% |
| All | +116.3% | +48.7% | +67.7% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling