+696.9%
P vs DTE
+136.5%
+560.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.7% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | -0.9% | -0.5% | -0.4% | -0.7% |
| 3M | +38.7% | -6.0% | +44.7% | +41.1% |
| 6M | +54.4% | -7.2% | +61.6% | +57.3% |
| YTD | +44.8% | +7.2% | +37.7% | +40.1% |
| 1Y | +22.5% | +4.1% | +18.5% | +19.3% |
| 3Y | +148.2% | +46.9% | +101.4% | +103.6% |
| 5Y | +268.9% | +32.9% | +236.0% | +210.3% |
| 10Y | +696.9% | +144.5% | +552.4% | +433.7% |
| All | +696.9% | +136.5% | +560.4% | +433.7% |
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