+57.9%
SO vs DTE
+31.9%
+25.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | 0.0% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.5% | -0.5% | -2.0% | -2.1% |
| 3M | -4.2% | -6.0% | +1.9% | +0.6% |
| 6M | -7.7% | -7.2% | -0.4% | -2.2% |
| YTD | +3.8% | +7.2% | -3.4% | -1.7% |
| 1Y | +0.1% | +4.1% | -4.0% | -3.2% |
| 3Y | +44.2% | +46.9% | -2.7% | +4.5% |
| 5Y | +57.9% | +32.9% | +25.0% | +24.3% |
| All | +57.9% | +31.9% | +25.9% | +24.3% |
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