+2,439.3%
MAR vs DTE
+1,279.0%
+1,160.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | -1.7% | +0.9% | -2.6% | -2.2% |
| 30D | -6.9% | -1.9% | -5.0% | -6.1% |
| 3M | -15.8% | -3.3% | -12.5% | -14.6% |
| 6M | +1.9% | -7.1% | +9.1% | +5.2% |
| YTD | +6.6% | +8.1% | -1.5% | +1.9% |
| 1Y | +23.7% | +5.3% | +18.4% | +19.6% |
| 3Y | +64.6% | +48.2% | +16.4% | +31.1% |
| 5Y | +156.4% | +33.2% | +123.1% | +111.8% |
| 10Y | +415.4% | +137.5% | +277.9% | +206.4% |
| All | +2,439.3% | +1,279.0% | +1,160.3% | +563.7% |
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