+425.3%
M vs DTE
+2,427.1%
-2,001.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | +4.7% | +0.2% | +4.6% | +4.6% |
| 30D | -9.6% | -2.6% | -7.1% | -8.4% |
| 3M | +0.9% | -3.9% | +4.8% | +2.7% |
| 6M | +22.3% | -7.9% | +30.2% | +26.7% |
| YTD | +6.5% | +7.2% | -0.7% | +1.4% |
| 1Y | +38.8% | +3.1% | +35.7% | +34.7% |
| 3Y | +115.9% | +47.6% | +68.3% | +69.6% |
| 5Y | +28.6% | +32.7% | -4.1% | +4.8% |
| 10Y | -2.5% | +138.8% | -141.3% | -41.6% |
| All | +425.3% | +2,427.1% | -2,001.8% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling