-66.3%
SE vs DTE
+31.9%
-98.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -5.3% | -0.5% | -4.8% | -5.2% |
| 3M | +28.1% | -6.0% | +34.1% | +28.9% |
| 6M | +20.7% | -7.2% | +27.9% | +21.7% |
| YTD | -14.8% | +7.2% | -21.9% | -16.7% |
| 1Y | -43.6% | +4.1% | -47.6% | -44.5% |
| 3Y | +184.2% | +46.9% | +137.3% | +158.5% |
| 5Y | -66.3% | +32.9% | -99.2% | -68.1% |
| All | -66.3% | +31.9% | -98.2% | -68.1% |
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 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