-68.9%
U vs DTE
+31.2%
-100.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | 0.0% | -2.0% | +2.0% | +0.5% |
| 30D | -4.1% | -2.4% | -1.7% | -3.5% |
| 3M | +57.8% | -7.3% | +65.1% | +60.3% |
| 6M | +103.5% | -7.6% | +111.2% | +106.4% |
| YTD | -4.8% | +5.8% | -10.6% | -8.6% |
| 1Y | -2.4% | +2.3% | -4.7% | -5.2% |
| 3Y | +11.7% | +45.0% | -33.4% | -9.2% |
| 5Y | -68.9% | +33.2% | -102.1% | -70.5% |
| All | -68.9% | +31.2% | -100.1% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling