+14.7%
S vs DTE
+48.7%
-34.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.3% |
| 7D | -5.8% | +0.9% | -6.7% | -5.8% |
| 30D | -9.2% | -1.9% | -7.3% | -9.2% |
| 3M | +23.4% | -3.3% | +26.7% | +23.2% |
| 6M | +36.9% | -7.1% | +44.0% | +37.1% |
| YTD | +29.5% | +8.1% | +21.4% | +27.1% |
| 1Y | +5.4% | +5.3% | +0.2% | +3.7% |
| 3Y | +14.7% | +48.2% | -33.5% | +2.7% |
| All | +14.7% | +48.7% | -34.0% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling