-34.6%
DOW vs DT
+3.8%
-38.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.0% |
| 7D | -2.9% | -4.9% | +1.9% | -2.1% |
| 30D | +2.0% | +2.7% | -0.7% | +1.2% |
| 3M | -12.5% | +20.0% | -32.5% | -16.4% |
| 6M | -9.2% | +28.0% | -37.2% | -15.3% |
| YTD | +30.8% | +16.0% | +14.7% | +25.0% |
| 1Y | +29.4% | +0.7% | +28.7% | +29.4% |
| 3Y | -34.6% | +6.2% | -40.7% | -38.5% |
| All | -34.6% | +3.8% | -38.4% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling