-1.8%
O vs DTE
+0.3%
-2.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -0.4% | +3.4% | -3.8% | -2.4% |
| 30D | +7.1% | +8.9% | -1.8% | +1.6% |
| 3M | -5.2% | +1.1% | -6.3% | -5.6% |
| 6M | -1.8% | +0.1% | -1.9% | -1.4% |
| All | -1.8% | +0.3% | -2.1% | -1.4% |
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