+327.1%
NET vs DTE
+47.8%
+279.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -2.0% |
| 7D | -7.0% | +0.2% | -7.1% | -7.0% |
| 30D | -4.8% | -2.6% | -2.2% | -5.0% |
| 3M | +3.8% | -3.9% | +7.7% | +3.6% |
| 6M | +50.0% | -7.9% | +58.0% | +49.3% |
| YTD | +41.5% | +7.2% | +34.3% | +40.1% |
| 1Y | +32.8% | +3.1% | +29.8% | +31.7% |
| All | +327.1% | +47.8% | +279.3% | +280.4% |
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 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