+20.5%
M vs DTE
+31.9%
-11.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.9% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -13.6% | -0.5% | -13.1% | -13.5% |
| 3M | -2.3% | -6.0% | +3.8% | -0.5% |
| 6M | +21.9% | -7.2% | +29.1% | +24.3% |
| YTD | -0.6% | +7.2% | -7.8% | -3.9% |
| 1Y | +29.7% | +4.1% | +25.7% | +26.6% |
| 3Y | +107.3% | +46.9% | +60.4% | +74.5% |
| 5Y | +20.5% | +32.9% | -12.4% | +14.1% |
| All | +20.5% | +31.9% | -11.4% | +14.1% |
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 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