+5,221.5%
O vs DTE
+2,545.3%
+2,676.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 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% | +2.3% |
| 1Y | +9.7% | +4.9% | +4.7% | +6.2% |
| 3Y | +39.1% | +58.6% | -19.4% | +5.2% |
| 5Y | +8.4% | +47.3% | -38.9% | -15.4% |
| 10Y | +80.2% | +151.3% | -71.2% | +7.3% |
| All | +5,221.5% | +2,545.3% | +2,676.1% | +1,607.6% |
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