+338.5%
RF vs DTE
+136.5%
+202.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -4.0% | -0.5% | -3.5% | -3.7% |
| 3M | +5.6% | -6.0% | +11.6% | +9.7% |
| 6M | +13.1% | -7.2% | +20.3% | +18.1% |
| YTD | +13.6% | +7.2% | +6.4% | +7.0% |
| 1Y | +16.0% | +4.1% | +11.9% | +11.2% |
| 3Y | +90.2% | +46.9% | +43.3% | +40.1% |
| 5Y | +87.0% | +32.9% | +54.1% | +44.0% |
| 10Y | +338.5% | +144.5% | +194.0% | +173.7% |
| All | +338.5% | +136.5% | +202.0% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling