+50.3%
NDAQ vs DTE
+31.2%
+19.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.9% |
| 7D | -6.8% | -2.0% | -4.8% | -6.2% |
| 30D | -3.2% | -2.4% | -0.8% | -2.4% |
| 3M | +6.5% | -7.3% | +13.8% | +9.0% |
| 6M | +5.7% | -7.6% | +13.4% | +8.1% |
| YTD | -4.6% | +5.8% | -10.4% | -7.5% |
| 1Y | -1.6% | +2.3% | -3.9% | -3.4% |
| 3Y | +86.4% | +45.0% | +41.4% | +59.1% |
| 5Y | +50.3% | +33.2% | +17.1% | +33.9% |
| All | +50.3% | +31.2% | +19.1% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling