+15.7%
RF vs DTE
+4.2%
+11.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.3% |
| 7D | +2.7% | +0.9% | +1.8% | +2.5% |
| 30D | -3.4% | -1.9% | -1.5% | -3.0% |
| 3M | +6.4% | -3.3% | +9.7% | +6.9% |
| 6M | +13.4% | -7.1% | +20.5% | +14.6% |
| YTD | +14.2% | +8.1% | +6.1% | +11.6% |
| 1Y | +15.7% | +5.3% | +10.4% | +14.6% |
| All | +15.7% | +4.2% | +11.5% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling