+44.8%
PL vs DTE
+42.4%
+2.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +13.4% | +1.6% | +11.8% | +13.0% |
| 30D | -10.2% | +9.1% | -19.2% | -12.1% |
| 3M | -39.5% | +2.4% | -41.9% | -39.9% |
| 6M | -65.7% | -0.2% | -65.5% | -65.9% |
| YTD | -27.3% | +11.0% | -38.3% | -30.6% |
| 1Y | +15.0% | +3.4% | +11.6% | +12.5% |
| 3Y | +560.8% | +57.1% | +503.8% | +455.1% |
| 5Y | +38.4% | +46.6% | -8.1% | +22.6% |
| All | +44.8% | +42.4% | +2.4% | +28.2% |
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 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