+39.5%
PL vs DTE
+42.5%
-3.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +10.0% | +3.4% | +6.6% | +9.2% |
| 30D | -2.3% | +8.9% | -11.2% | -4.3% |
| 3M | -44.2% | +1.1% | -45.3% | -44.4% |
| 6M | -66.1% | +0.1% | -66.2% | -66.3% |
| YTD | -30.0% | +11.1% | -41.0% | -33.2% |
| 1Y | +21.0% | +4.9% | +16.1% | +17.7% |
| 3Y | +516.5% | +58.6% | +458.0% | +416.8% |
| 5Y | +32.0% | +47.3% | -15.3% | +17.0% |
| All | +39.5% | +42.5% | -3.0% | +23.5% |
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