+79.9%
PL vs DTE
+38.7%
+41.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -7.5% | +0.9% | -8.4% | -7.7% |
| 30D | -25.6% | -1.9% | -23.7% | -25.2% |
| 3M | -45.6% | -3.3% | -42.3% | -45.4% |
| 6M | -29.5% | -7.1% | -22.4% | -28.6% |
| YTD | -9.7% | +8.1% | -17.8% | -13.3% |
| 1Y | +84.4% | +5.3% | +79.1% | +78.9% |
| 3Y | +550.0% | +48.2% | +501.8% | +452.9% |
| 5Y | +79.0% | +33.2% | +45.8% | +60.1% |
| All | +79.9% | +38.7% | +41.2% | +60.3% |
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