+50.7%
O vs DTE
+137.8%
-87.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.9% |
| 7D | -2.9% | -2.6% | -0.3% | -0.9% |
| 30D | -4.5% | -4.4% | -0.1% | -1.2% |
| 3M | -2.6% | -8.3% | +5.7% | +4.0% |
| 6M | -5.6% | -8.1% | +2.5% | +0.3% |
| YTD | +9.3% | +4.4% | +4.8% | +4.9% |
| 1Y | +4.3% | +0.2% | +4.1% | +3.2% |
| 3Y | +27.4% | +42.6% | -15.2% | -6.9% |
| 5Y | +17.1% | +31.5% | -14.4% | -10.8% |
| All | +50.7% | +137.8% | -87.1% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling