-3.4%
M vs DTE
+46.4%
-49.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +7.0% | +3.4% | +3.6% | +5.9% |
| 30D | +8.9% | +8.9% | 0.0% | +6.2% |
| 3M | +4.5% | +1.1% | +3.4% | +4.1% |
| 6M | +36.2% | +0.1% | +36.1% | +35.8% |
| YTD | +15.1% | +11.1% | +4.1% | +10.0% |
| 1Y | +27.4% | +4.9% | +22.5% | +24.3% |
| 3Y | +160.1% | +58.6% | +101.6% | +112.8% |
| All | -3.4% | +46.4% | -49.9% | -10.8% |
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