+577.6%
XYZ vs DTE
+191.4%
+386.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.4% |
| 7D | +14.9% | +1.8% | +13.1% | +14.0% |
| 30D | +14.7% | +9.0% | +5.6% | +9.9% |
| 3M | +12.1% | -0.2% | +12.3% | +12.2% |
| 6M | +18.3% | +0.1% | +18.2% | +17.6% |
| YTD | +36.1% | +10.0% | +26.1% | +27.4% |
| 1Y | +35.3% | +4.7% | +30.7% | +30.2% |
| 3Y | +73.5% | +55.7% | +17.8% | +31.0% |
| 5Y | -61.6% | +45.1% | -106.8% | -69.9% |
| 10Y | +638.0% | +145.1% | +492.9% | +349.7% |
| All | +577.6% | +191.4% | +386.2% | +317.3% |
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