+597.0%
SE vs DTE
+92.6%
+504.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | -0.1% | -1.9% | +1.8% | +0.4% |
| 3M | +34.1% | -3.3% | +37.5% | +35.0% |
| 6M | +23.2% | -7.1% | +30.3% | +25.3% |
| YTD | -11.2% | +8.1% | -19.3% | -14.1% |
| 1Y | -40.5% | +5.3% | -45.8% | -42.1% |
| 3Y | +196.3% | +48.2% | +148.1% | +153.5% |
| 5Y | -67.0% | +33.2% | -100.3% | -70.9% |
| All | +597.0% | +92.6% | +504.4% | +396.1% |
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 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