+634.6%
P vs DTE
+152.1%
+482.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +11.6% | +3.4% | +8.2% | +10.4% |
| 30D | -23.7% | +8.9% | -32.6% | -25.8% |
| 3M | -8.0% | +1.1% | -9.0% | -8.3% |
| 6M | +27.9% | +0.1% | +27.8% | +27.1% |
| YTD | +61.2% | +11.1% | +50.1% | +53.8% |
| 1Y | +28.6% | +4.9% | +23.7% | +25.0% |
| 3Y | +200.5% | +58.6% | +141.9% | +138.8% |
| 5Y | +282.9% | +47.3% | +235.7% | +206.0% |
| All | +634.6% | +152.1% | +482.5% | +366.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling