+50.0%
NET vs DTE
-6.2%
+56.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -2.5% |
| 7D | -7.0% | +0.2% | -7.1% | -6.9% |
| 30D | -4.8% | -2.6% | -2.2% | -6.5% |
| 3M | +3.8% | -3.9% | +7.7% | +3.5% |
| 6M | +50.0% | -7.9% | +58.0% | +41.7% |
| All | +50.0% | -6.2% | +56.2% | +41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling