-27.4%
DOW vs DT
-39.3%
+11.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +3.7% | +2.7% | +0.9% | +3.2% |
| 30D | +16.3% | -30.4% | +46.6% | +23.1% |
| 3M | +9.7% | -9.4% | +19.1% | +10.7% |
| 6M | -14.1% | +14.5% | -28.6% | -17.7% |
| YTD | +46.6% | +3.6% | +43.0% | +42.3% |
| 1Y | +56.8% | -3.4% | +60.3% | +54.6% |
| 3Y | -20.4% | -11.1% | -9.3% | -21.3% |
| 5Y | -27.4% | -39.5% | +12.0% | -25.5% |
| All | -27.4% | -39.3% | +11.9% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling