+65.8%
MAR vs DTE
+45.3%
+20.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.5% |
| 7D | -2.1% | -2.0% | -0.1% | -1.7% |
| 30D | -5.7% | -2.4% | -3.3% | -5.2% |
| 3M | -14.6% | -7.3% | -7.3% | -13.4% |
| 6M | +1.3% | -7.6% | +9.0% | +2.8% |
| YTD | +6.7% | +5.8% | +0.9% | +5.3% |
| 1Y | +26.4% | +2.3% | +24.1% | +25.5% |
| All | +65.8% | +45.3% | +20.4% | +54.2% |
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