+1,435.1%
RF vs DTE
+3,584.1%
-2,149.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +0.8% |
| 7D | -0.1% | +1.8% | -2.0% | -1.2% |
| 30D | +7.0% | +9.0% | -2.0% | +1.7% |
| 3M | -7.0% | -0.2% | -6.8% | -7.1% |
| 6M | +6.8% | +0.1% | +6.7% | +6.2% |
| YTD | +9.9% | +10.0% | -0.1% | +2.8% |
| 1Y | +21.1% | +4.7% | +16.5% | +16.6% |
| 3Y | +119.6% | +55.7% | +64.0% | +64.8% |
| 5Y | +46.2% | +45.1% | +1.0% | +12.3% |
| 10Y | +261.5% | +145.1% | +116.4% | +105.7% |
| All | +1,435.1% | +3,584.1% | -2,149.0% | +208.5% |
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