+5,093.9%
NI vs DTE
+3,490.3%
+1,603.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | 0.0% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -0.3% | -0.5% | +0.3% | +0.1% |
| 3M | -9.5% | -6.0% | -3.4% | -5.5% |
| 6M | -10.2% | -7.2% | -3.0% | -5.6% |
| YTD | +1.8% | +7.2% | -5.4% | -3.0% |
| 1Y | +5.7% | +4.1% | +1.6% | +2.7% |
| 3Y | +69.6% | +46.9% | +22.8% | +30.0% |
| 5Y | +95.8% | +32.9% | +62.9% | +61.1% |
| 10Y | +145.1% | +144.5% | +0.6% | +33.6% |
| All | +5,093.9% | +3,490.3% | +1,603.6% | +640.5% |
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