+468.0%
UUUU vs DTE
+137.8%
+330.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.7% | -4.3% |
| 7D | -10.5% | -2.6% | -7.9% | -9.3% |
| 30D | -10.5% | -4.4% | -6.1% | -8.5% |
| 3M | -14.1% | -8.3% | -5.8% | -10.9% |
| 6M | -35.5% | -8.1% | -27.4% | -33.3% |
| YTD | -10.9% | +4.4% | -15.4% | -14.0% |
| 1Y | +3.4% | +0.2% | +3.2% | +2.0% |
| 3Y | +73.1% | +42.6% | +30.5% | +37.7% |
| 5Y | +87.1% | +31.5% | +55.7% | +55.8% |
| All | +468.0% | +137.8% | +330.2% | +288.6% |
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