+239.8%
RF vs DTE
+146.7%
+93.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +0.3% | +3.5% | -3.2% | -2.0% |
| 30D | +6.2% | +9.5% | -3.3% | -0.2% |
| 3M | -7.8% | +2.5% | -10.4% | -9.6% |
| 6M | +5.9% | +0.6% | +5.4% | +4.9% |
| YTD | +9.0% | +10.5% | -1.4% | +0.4% |
| 1Y | +19.3% | +3.3% | +15.9% | +14.9% |
| 3Y | +116.4% | +56.3% | +60.2% | +51.7% |
| 5Y | +46.0% | +44.9% | +1.1% | +4.6% |
| 10Y | +239.8% | +149.2% | +90.6% | +111.6% |
| All | +239.8% | +146.7% | +93.1% | +111.6% |
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