-78.0%
SE vs DTE
+46.4%
-124.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -0.5% | +3.4% | -3.9% | -1.0% |
| 30D | -20.9% | +8.9% | -29.8% | -21.8% |
| 3M | -38.9% | +1.1% | -39.9% | -39.0% |
| 6M | -19.4% | +0.1% | -19.5% | -19.7% |
| YTD | -40.9% | +11.1% | -52.0% | -42.5% |
| 1Y | -46.2% | +4.9% | -51.1% | -47.0% |
| 3Y | +63.7% | +58.6% | +5.2% | +47.4% |
| All | -78.0% | +46.4% | -124.4% | -78.7% |
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 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