-70.6%
S vs DTE
+31.9%
-102.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -12.6% | -0.5% | -12.0% | -12.5% |
| 3M | +27.6% | -6.0% | +33.6% | +28.3% |
| 6M | +35.5% | -7.2% | +42.7% | +36.3% |
| YTD | +29.6% | +7.2% | +22.4% | +26.7% |
| 1Y | +8.1% | +4.1% | +4.1% | +6.3% |
| 3Y | +14.8% | +46.9% | -32.1% | +3.1% |
| 5Y | -70.6% | +32.9% | -103.5% | -71.8% |
| All | -70.6% | +31.9% | -102.5% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling