-35.7%
U vs DTE
+63.9%
-99.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.6% |
| 7D | +5.5% | -2.6% | +8.1% | +5.8% |
| 30D | -1.3% | -4.4% | +3.1% | -0.8% |
| 3M | +64.6% | -8.3% | +72.9% | +65.9% |
| 6M | +119.4% | -8.1% | +127.4% | +120.8% |
| YTD | -0.5% | +4.4% | -4.9% | -2.6% |
| 1Y | +1.3% | +0.2% | +1.1% | 0.0% |
| 3Y | +15.6% | +42.6% | -27.0% | +4.7% |
| 5Y | -67.5% | +31.5% | -98.9% | -69.5% |
| All | -35.7% | +63.9% | -99.6% | -34.5% |
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