+252.8%
SPOT vs DTE
+97.7%
+155.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -3.1% | -2.6% | -0.5% | -2.7% |
| 30D | +7.4% | -4.4% | +11.8% | +8.1% |
| 3M | +8.2% | -8.3% | +16.5% | +9.4% |
| 6M | +2.2% | -8.1% | +10.3% | +3.3% |
| YTD | -9.5% | +4.4% | -13.9% | -10.3% |
| 1Y | -23.8% | +0.2% | -24.0% | -24.1% |
| 3Y | +233.5% | +42.6% | +190.9% | +213.4% |
| 5Y | +112.2% | +31.5% | +80.7% | +101.2% |
| All | +252.8% | +97.7% | +155.1% | +216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling