+32.6%
NET vs DTE
+43.2%
-10.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.8% |
| 7D | -16.4% | +4.2% | -20.6% | -16.7% |
| 30D | -25.8% | +10.0% | -35.8% | -26.5% |
| 3M | -11.5% | -2.1% | -9.5% | -11.2% |
| 6M | +18.9% | -4.7% | +23.6% | +19.6% |
| YTD | +35.2% | +9.3% | +25.9% | +31.7% |
| 1Y | +14.5% | +6.6% | +7.8% | +12.2% |
| 3Y | +313.8% | +52.2% | +261.7% | +257.4% |
| 5Y | +32.6% | +43.1% | -10.6% | +53.6% |
| All | +32.6% | +43.2% | -10.7% | +53.6% |
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