+433.8%
MAR vs DTE
+137.8%
+296.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.3% |
| 7D | -0.5% | -2.6% | +2.0% | +0.6% |
| 30D | -5.4% | -4.4% | -1.0% | -3.5% |
| 3M | -15.5% | -8.3% | -7.2% | -12.2% |
| 6M | +3.0% | -8.1% | +11.0% | +6.6% |
| YTD | +8.5% | +4.4% | +4.1% | +5.5% |
| 1Y | +26.0% | +0.2% | +25.8% | +24.8% |
| 3Y | +68.6% | +42.6% | +26.0% | +36.8% |
| 5Y | +157.4% | +31.5% | +125.9% | +113.7% |
| All | +433.8% | +137.8% | +296.0% | +246.1% |
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