+1,381.0%
NET vs DTE
+60.2%
+1,320.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.4% |
| 6M | +18.9% | -4.7% | +23.6% | +19.4% |
| YTD | +35.2% | +9.3% | +25.9% | +33.0% |
| 1Y | +14.5% | +6.6% | +7.8% | +13.0% |
| 3Y | +313.8% | +52.2% | +261.7% | +284.8% |
| 5Y | +32.6% | +43.1% | -10.6% | +25.2% |
| All | +1,381.0% | +60.2% | +1,320.8% | +1,314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling