+21.1%
PL vs DTE
+39.5%
-18.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.3% |
| 7D | -6.8% | -0.3% | -6.5% | -6.7% |
| 30D | -29.3% | +6.2% | -35.5% | -30.5% |
| 3M | -44.8% | -2.6% | -42.2% | -44.4% |
| 6M | -68.4% | -3.5% | -64.8% | -68.3% |
| YTD | -36.4% | +7.4% | -43.7% | -39.0% |
| 1Y | +0.7% | +4.2% | -3.5% | -2.4% |
| 3Y | +455.3% | +51.7% | +403.6% | +362.0% |
| All | +21.1% | +39.5% | -18.4% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling