+190.5%
P vs DTE
+55.3%
+135.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +7.0% |
| 7D | -9.6% | +1.8% | -11.5% | -9.2% |
| 30D | -33.4% | +9.0% | -42.5% | -31.6% |
| 3M | +14.2% | -0.2% | +14.4% | +14.4% |
| 6M | +31.6% | +0.1% | +31.5% | +31.9% |
| YTD | +53.5% | +10.0% | +43.5% | +58.4% |
| 1Y | +14.2% | +4.7% | +9.5% | +16.6% |
| 3Y | +190.5% | +55.7% | +134.8% | +210.9% |
| All | +190.5% | +55.3% | +135.2% | +210.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling