+49.6%
ON vs DTE
+31.2%
+18.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.9% |
| 7D | -4.7% | -2.0% | -2.7% | -4.3% |
| 30D | -13.5% | -2.4% | -11.1% | -13.0% |
| 3M | -36.3% | -7.3% | -29.0% | -35.5% |
| 6M | +17.8% | -7.6% | +25.4% | +19.0% |
| YTD | +29.6% | +5.8% | +23.8% | +25.6% |
| 1Y | +45.8% | +2.3% | +43.5% | +42.5% |
| 3Y | -28.3% | +45.0% | -73.4% | -39.4% |
| 5Y | +49.6% | +33.2% | +16.4% | +30.4% |
| All | +49.6% | +31.2% | +18.4% | +30.4% |
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 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