+196.7%
W vs DTE
+221.7%
-25.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.2% | +3.4% | -3.3% | -1.6% |
| 30D | +6.8% | +8.9% | -2.1% | +2.3% |
| 3M | +10.7% | +1.1% | +9.6% | +10.1% |
| 6M | +86.3% | +0.1% | +86.3% | +86.1% |
| YTD | +11.5% | +11.1% | +0.4% | +4.1% |
| 1Y | +5.1% | +4.9% | +0.2% | +1.2% |
| 3Y | +171.0% | +58.6% | +112.4% | +103.7% |
| 5Y | -56.6% | +47.3% | -103.9% | -66.4% |
| 10Y | +213.4% | +151.3% | +62.1% | +75.9% |
| All | +196.7% | +221.7% | -25.0% | +28.3% |
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