-35.9%
DOW vs DT
-28.0%
-7.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -6.0% | -0.5% | -5.5% | -6.0% |
| 30D | -2.7% | +0.1% | -2.8% | -2.9% |
| 3M | -10.5% | +24.1% | -34.6% | -14.5% |
| 6M | -12.4% | +30.1% | -42.5% | -17.7% |
| YTD | +30.0% | +16.8% | +13.3% | +24.4% |
| 1Y | +27.8% | -0.1% | +27.9% | +26.3% |
| 3Y | -34.9% | +6.8% | -41.8% | -37.4% |
| 5Y | -35.9% | -28.4% | -7.5% | -36.9% |
| All | -35.9% | -28.0% | -7.9% | -36.9% |
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