+84.4%
PL vs DTE
+4.2%
+80.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.5% |
| 7D | -7.5% | +0.9% | -8.4% | -7.3% |
| 30D | -25.6% | -1.9% | -23.7% | -25.8% |
| 3M | -45.6% | -3.3% | -42.3% | -46.1% |
| 6M | -29.5% | -7.1% | -22.4% | -29.0% |
| YTD | -9.7% | +8.1% | -17.8% | -18.8% |
| 1Y | +84.4% | +5.3% | +79.1% | +78.0% |
| All | +84.4% | +4.2% | +80.2% | +78.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling