-5.8%
Z vs DTE
+138.6%
-144.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.8% |
| 7D | -3.3% | +0.9% | -4.1% | -3.6% |
| 30D | -3.7% | -1.9% | -1.9% | -3.1% |
| 3M | -7.0% | -3.3% | -3.7% | -6.0% |
| 6M | -29.5% | -7.1% | -22.4% | -27.7% |
| YTD | -52.6% | +8.1% | -60.7% | -54.8% |
| 1Y | -64.0% | +5.3% | -69.3% | -65.4% |
| 3Y | -36.4% | +48.2% | -84.6% | -48.6% |
| 5Y | -65.8% | +33.2% | -99.0% | -71.3% |
| 10Y | -5.8% | +137.5% | -143.3% | -37.8% |
| All | -5.8% | +138.6% | -144.4% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling