-68.6%
XYZ vs DTE
+35.6%
-104.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | +2.9% | +0.9% | +2.0% | +2.4% |
| 30D | +1.4% | -1.9% | +3.3% | +2.2% |
| 3M | +14.6% | -3.3% | +17.9% | +15.9% |
| 6M | +20.8% | -7.1% | +27.9% | +23.9% |
| YTD | +23.1% | +8.1% | +15.0% | +16.0% |
| 1Y | +5.6% | +5.3% | +0.4% | +0.8% |
| 3Y | +50.9% | +48.2% | +2.7% | +12.6% |
| 5Y | -68.6% | +33.2% | -101.8% | -74.4% |
| All | -68.6% | +35.6% | -104.2% | -74.4% |
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