-28.7%
SPXU vs DTE
-8.0%
-20.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | +6.4% | -2.0% | +8.3% | +6.5% |
| 30D | +5.9% | -2.4% | +8.3% | +6.1% |
| 3M | -11.7% | -7.3% | -4.4% | -10.7% |
| 6M | -28.7% | -7.6% | -21.0% | -28.3% |
| All | -28.7% | -8.0% | -20.6% | -28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling