-39.0%
U vs DTE
+68.3%
-107.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | +17.5% | -2.6% | +20.0% | +17.8% |
| 3M | +38.7% | -3.9% | +42.6% | +39.0% |
| 6M | +104.4% | -7.9% | +112.3% | +106.0% |
| YTD | -5.7% | +7.2% | -12.9% | -8.0% |
| 1Y | +3.7% | +3.1% | +0.6% | +2.0% |
| 3Y | +12.3% | +47.6% | -35.3% | +1.3% |
| 5Y | -68.8% | +32.7% | -101.5% | -71.1% |
| All | -39.0% | +68.3% | -107.3% | -38.1% |
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