+7.4%
O vs DTE
+46.4%
-39.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -0.4% | +3.4% | -3.8% | -2.3% |
| 30D | +7.1% | +8.9% | -1.8% | +2.0% |
| 3M | -5.2% | +1.1% | -6.3% | -5.9% |
| 6M | -1.8% | +0.1% | -1.9% | -2.0% |
| YTD | +9.1% | +11.1% | -2.0% | +2.4% |
| 1Y | +9.7% | +4.9% | +4.7% | +6.3% |
| 3Y | +39.1% | +58.6% | -19.4% | +5.7% |
| All | +7.4% | +46.4% | -39.1% | -12.9% |
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