+29.7%
Q vs DTE
-1.2%
+30.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +2.3% |
| 7D | +6.7% | +0.9% | +5.9% | +6.7% |
| 30D | -10.6% | -1.9% | -8.7% | -10.5% |
| 3M | -14.6% | -3.3% | -11.3% | -15.5% |
| 6M | +12.1% | -7.1% | +19.2% | +12.3% |
| YTD | +51.3% | +8.1% | +43.2% | +36.7% |
| All | +29.7% | -1.2% | +30.9% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling