+14.5%
NET vs DTE
+5.6%
+8.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -1.2% |
| 7D | -16.4% | +4.2% | -20.6% | -14.4% |
| 30D | -25.8% | +10.0% | -35.8% | -22.0% |
| 3M | -11.5% | -2.1% | -9.5% | -11.4% |
| 6M | +18.9% | -4.7% | +23.6% | +18.4% |
| YTD | +35.2% | +9.3% | +25.9% | +29.1% |
| 1Y | +14.5% | +6.6% | +7.8% | +11.3% |
| All | +14.5% | +5.6% | +8.9% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling