+526.5%
P vs DTE
+192.1%
+334.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | -4.7% | +1.6% | -6.3% | -5.0% |
| 30D | -31.4% | +9.1% | -40.5% | -33.3% |
| 3M | -2.6% | +2.4% | -5.1% | -3.4% |
| 6M | +21.9% | -0.2% | +22.2% | +21.4% |
| YTD | +58.9% | +11.0% | +47.9% | +51.9% |
| 1Y | +21.7% | +3.4% | +18.4% | +19.1% |
| 3Y | +193.3% | +57.1% | +136.2% | +136.0% |
| 5Y | +275.1% | +46.6% | +228.6% | +203.4% |
| 10Y | +655.3% | +151.3% | +504.0% | +381.7% |
| All | +526.5% | +192.1% | +334.4% | +264.0% |
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