+1,514.2%
RF vs DTE
+3,490.8%
-1,976.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.4% |
| 7D | +1.3% | +0.2% | +1.2% | +1.2% |
| 30D | -3.6% | -2.6% | -1.0% | -2.2% |
| 3M | +8.1% | -3.9% | +12.0% | +10.3% |
| 6M | +11.5% | -7.9% | +19.4% | +16.4% |
| YTD | +15.6% | +7.2% | +8.4% | +9.9% |
| 1Y | +15.7% | +3.1% | +12.6% | +12.4% |
| 3Y | +86.9% | +47.6% | +39.3% | +44.7% |
| 5Y | +89.8% | +32.7% | +57.1% | +53.9% |
| 10Y | +344.7% | +138.8% | +205.9% | +156.3% |
| All | +1,514.2% | +3,490.8% | -1,976.6% | +229.7% |
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 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