-73.3%
U vs DTE
+46.4%
-119.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +5.2% |
| 7D | +2.6% | +3.4% | -0.9% | +1.8% |
| 30D | +27.6% | +8.9% | +18.7% | +24.8% |
| 3M | +15.3% | +1.1% | +14.3% | +14.9% |
| 6M | +96.4% | +0.1% | +96.3% | +95.0% |
| YTD | +19.6% | +11.1% | +8.5% | +13.0% |
| 1Y | +42.1% | +4.9% | +37.2% | +37.4% |
| 3Y | +87.5% | +58.6% | +29.0% | +46.2% |
| All | -73.3% | +46.4% | -119.7% | -74.8% |
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