+485.4%
P vs DTE
+181.9%
+303.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +6.5% | +0.2% | +6.4% | +6.5% |
| 30D | +18.8% | -2.6% | +21.4% | +19.9% |
| 3M | +26.7% | -3.9% | +30.6% | +27.8% |
| 6M | +62.2% | -7.9% | +70.1% | +65.6% |
| YTD | +48.5% | +7.2% | +41.3% | +43.7% |
| 1Y | +26.4% | +3.1% | +23.3% | +23.5% |
| 3Y | +159.4% | +47.6% | +111.8% | +113.2% |
| 5Y | +275.8% | +32.7% | +243.1% | +217.6% |
| 10Y | +732.0% | +138.8% | +593.3% | +437.5% |
| All | +485.4% | +181.9% | +303.4% | +244.2% |
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