-47.8%
S vs DTE
+50.7%
-98.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.0% | +3.4% | -1.5% | +1.7% |
| 30D | -2.7% | +8.9% | -11.6% | -3.3% |
| 3M | -6.9% | +1.1% | -7.9% | -6.9% |
| 6M | +38.1% | +0.1% | +38.0% | +37.8% |
| YTD | +48.0% | +11.1% | +36.9% | +44.8% |
| 1Y | +34.5% | +4.9% | +29.5% | +32.8% |
| 3Y | +38.3% | +58.6% | -20.2% | +25.6% |
| 5Y | -70.9% | +47.3% | -118.2% | -72.1% |
| All | -47.8% | +50.7% | -98.4% | -45.4% |
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