-53.4%
S vs DTE
+43.6%
-97.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +0.1% | -2.0% | +2.0% | +0.2% |
| 30D | -11.8% | -2.4% | -9.4% | -11.6% |
| 3M | +33.9% | -7.3% | +41.2% | +34.7% |
| 6M | +40.1% | -7.6% | +47.7% | +40.7% |
| YTD | +32.1% | +5.8% | +26.3% | +29.7% |
| 1Y | +11.0% | +2.3% | +8.7% | +9.6% |
| 3Y | +16.9% | +45.0% | -28.1% | +7.3% |
| 5Y | -68.9% | +33.2% | -102.1% | -70.8% |
| All | -53.4% | +43.6% | -97.0% | -51.1% |
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