+82.3%
PL vs DTE
+33.5%
+48.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | -9.3% | +0.2% | -9.5% | -9.4% |
| 30D | -18.9% | -2.6% | -16.4% | -18.4% |
| 3M | -58.4% | -3.9% | -54.5% | -58.2% |
| 6M | -30.3% | -7.9% | -22.4% | -29.2% |
| YTD | -8.1% | +7.2% | -15.3% | -11.8% |
| 1Y | +180.5% | +3.1% | +177.4% | +173.0% |
| 3Y | +444.1% | +47.6% | +396.6% | +358.5% |
| All | +82.3% | +33.5% | +48.8% | +67.0% |
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 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