+373.9%
DE vs DT
+103.5%
+270.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +10.0% | -3.3% | +13.3% | +10.5% |
| 30D | +13.3% | +2.0% | +11.3% | +12.8% |
| 3M | +17.5% | +20.0% | -2.5% | +13.6% |
| 6M | +13.6% | +39.3% | -25.7% | +6.3% |
| YTD | +49.8% | +19.8% | +30.0% | +43.5% |
| 1Y | +47.9% | +4.3% | +43.6% | +44.9% |
| 3Y | +72.5% | +7.7% | +64.8% | +66.0% |
| 5Y | +90.2% | -26.8% | +117.1% | +89.4% |
| All | +373.9% | +103.5% | +270.4% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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