-62.4%
W vs DTE
+33.1%
-95.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | +6.5% | +0.9% | +5.6% | +6.1% |
| 30D | -6.2% | -1.9% | -4.4% | -5.5% |
| 3M | +48.9% | -3.3% | +52.2% | +50.9% |
| 6M | +31.2% | -7.1% | +38.3% | +34.8% |
| YTD | -0.4% | +8.1% | -8.5% | -5.5% |
| 1Y | +14.8% | +5.3% | +9.6% | +10.3% |
| 3Y | +40.5% | +48.2% | -7.7% | +9.1% |
| All | -62.4% | +33.1% | -95.5% | -68.4% |
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