+152.3%
W vs DTE
+141.0%
+11.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.0% |
| 7D | +0.5% | -2.0% | +2.5% | +1.6% |
| 30D | -5.6% | -2.4% | -3.2% | -4.3% |
| 3M | +41.9% | -7.3% | +49.2% | +47.7% |
| 6M | +30.2% | -7.6% | +37.9% | +35.0% |
| YTD | -2.9% | +5.8% | -8.8% | -7.4% |
| 1Y | +11.6% | +2.3% | +9.2% | +8.4% |
| 3Y | +37.0% | +45.0% | -8.0% | +6.0% |
| 5Y | -62.8% | +33.2% | -96.0% | -70.1% |
| All | +152.3% | +141.0% | +11.4% | +47.2% |
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