+533.2%
XYZ vs DTE
+184.0%
+349.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.0% | +0.2% | -1.1% | -1.1% |
| 30D | -1.7% | -2.6% | +0.9% | -0.5% |
| 3M | +16.7% | -3.9% | +20.6% | +18.6% |
| 6M | +26.9% | -7.9% | +34.8% | +31.0% |
| YTD | +27.1% | +7.2% | +20.0% | +20.5% |
| 1Y | +9.3% | +3.1% | +6.2% | +5.6% |
| 3Y | +42.3% | +47.6% | -5.3% | +10.4% |
| 5Y | -69.3% | +32.7% | -102.0% | -74.8% |
| 10Y | +586.8% | +138.8% | +448.1% | +324.5% |
| All | +533.2% | +184.0% | +349.2% | +294.8% |
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