+44.1%
PL vs DTE
+41.7%
+2.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +5.6% | +3.5% | +2.1% | +4.8% |
| 30D | -16.9% | +9.5% | -26.5% | -18.8% |
| 3M | -38.2% | +2.5% | -40.8% | -38.6% |
| 6M | -63.4% | +0.6% | -64.0% | -63.7% |
| YTD | -27.6% | +10.5% | -38.1% | -30.9% |
| 1Y | +6.6% | +3.3% | +3.2% | +4.2% |
| 3Y | +557.6% | +56.3% | +501.3% | +453.1% |
| 5Y | +39.5% | +44.9% | -5.4% | +23.8% |
| All | +44.1% | +41.7% | +2.4% | +27.8% |
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