+363.0%
NDAQ vs DTE
+137.8%
+225.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | 0.0% |
| 7D | -5.6% | -2.6% | -3.0% | -4.5% |
| 30D | -4.4% | -4.4% | 0.0% | -2.5% |
| 3M | +5.9% | -8.3% | +14.2% | +9.7% |
| 6M | +7.7% | -8.1% | +15.8% | +11.1% |
| YTD | -5.2% | +4.4% | -9.6% | -7.9% |
| 1Y | -3.4% | +0.2% | -3.5% | -4.5% |
| 3Y | +85.6% | +42.6% | +43.0% | +54.4% |
| 5Y | +49.5% | +31.5% | +18.0% | +27.7% |
| All | +363.0% | +137.8% | +225.2% | +217.4% |
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