+5,976.4%
SO vs DTE
+3,490.8%
+2,485.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -0.2% | +0.2% | -0.3% | -0.3% |
| 30D | -4.6% | -2.6% | -2.0% | -3.0% |
| 3M | -3.0% | -3.9% | +0.9% | -0.5% |
| 6M | -8.3% | -7.9% | -0.3% | -3.3% |
| YTD | +3.5% | +7.2% | -3.7% | -1.0% |
| 1Y | -0.9% | +3.1% | -4.0% | -2.9% |
| 3Y | +45.4% | +47.6% | -2.2% | +12.7% |
| 5Y | +59.6% | +32.7% | +26.9% | +32.7% |
| 10Y | +156.6% | +138.8% | +17.9% | +45.1% |
| All | +5,976.4% | +3,490.8% | +2,485.6% | +630.4% |
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