+1,402.2%
RF vs DTE
+3,497.0%
-2,094.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | +6.0% | +6.2% | -0.1% | +2.3% |
| 3M | -8.9% | -2.6% | -6.3% | -7.6% |
| 6M | +2.3% | -3.5% | +5.9% | +4.1% |
| YTD | +7.6% | +7.4% | +0.2% | +2.1% |
| 1Y | +21.2% | +4.2% | +17.0% | +16.9% |
| 3Y | +108.5% | +51.7% | +56.8% | +58.9% |
| 5Y | +43.2% | +39.7% | +3.5% | +12.5% |
| 10Y | +288.1% | +137.5% | +150.6% | +124.5% |
| All | +1,402.2% | +3,497.0% | -2,094.8% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling