+251.0%
SPOT vs DTE
+102.9%
+148.1%
-80.5%
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 | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +2.2% | -0.5% | +2.7% | +2.2% |
| 3M | +5.4% | -6.0% | +11.4% | +6.2% |
| 6M | -4.0% | -7.2% | +3.2% | -3.1% |
| YTD | -9.9% | +7.2% | -17.1% | -11.1% |
| 1Y | -27.3% | +4.1% | -31.3% | -27.9% |
| 3Y | +236.4% | +46.9% | +189.5% | +214.8% |
| 5Y | +112.6% | +32.9% | +79.7% | +101.3% |
| All | +251.0% | +102.9% | +148.1% | +214.0% |
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