+363.5%
SE vs DTE
+97.8%
+265.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -0.5% | +3.4% | -3.9% | -1.5% |
| 30D | -20.9% | +8.9% | -29.8% | -22.9% |
| 3M | -38.9% | +1.1% | -39.9% | -39.1% |
| 6M | -19.4% | +0.1% | -19.5% | -19.9% |
| YTD | -40.9% | +11.1% | -52.0% | -43.4% |
| 1Y | -46.2% | +4.9% | -51.1% | -47.5% |
| 3Y | +63.7% | +58.6% | +5.2% | +37.1% |
| 5Y | -77.9% | +47.3% | -125.2% | -81.2% |
| All | +363.5% | +97.8% | +265.7% | +227.2% |
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