+6.6%
PL vs DTE
+4.8%
+1.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.6% |
| 7D | +5.6% | +3.5% | +2.1% | +6.6% |
| 30D | -16.9% | +9.5% | -26.5% | -14.6% |
| 3M | -38.2% | +2.5% | -40.8% | -37.9% |
| 6M | -63.4% | +0.6% | -64.0% | -63.6% |
| YTD | -27.6% | +10.5% | -38.1% | -32.3% |
| 1Y | +6.6% | +3.3% | +3.2% | +0.3% |
| All | +6.6% | +4.8% | +1.8% | +0.3% |
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 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