+1,872.1%
T vs DTE
+3,490.8%
-1,618.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -1.3% | +0.2% | -1.4% | -1.3% |
| 30D | +11.4% | -2.6% | +13.9% | +12.7% |
| 3M | +14.3% | -3.9% | +18.2% | +16.4% |
| 6M | -9.3% | -7.9% | -1.4% | -5.8% |
| YTD | +7.1% | +7.2% | -0.1% | +3.4% |
| 1Y | -9.1% | +3.1% | -12.2% | -10.8% |
| 3Y | +105.3% | +47.6% | +57.8% | +69.1% |
| 5Y | +66.8% | +32.7% | +34.1% | +43.0% |
| 10Y | +66.8% | +138.8% | -72.0% | +3.2% |
| All | +1,872.1% | +3,490.8% | -1,618.7% | +200.3% |
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 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