+195.8%
ON vs DTE
+1,387.7%
-1,191.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.4% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -11.0% | -0.5% | -10.5% | -10.8% |
| 3M | -39.3% | -6.0% | -33.3% | -37.6% |
| 6M | +19.8% | -7.2% | +27.0% | +23.5% |
| YTD | +31.1% | +7.2% | +23.9% | +23.7% |
| 1Y | +46.0% | +4.1% | +41.9% | +39.9% |
| 3Y | -27.5% | +46.9% | -74.4% | -45.3% |
| 5Y | +56.9% | +32.9% | +24.0% | +23.3% |
| 10Y | +591.8% | +144.5% | +447.3% | +262.7% |
| All | +195.8% | +1,387.7% | -1,191.9% | -40.1% |
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