-26.7%
DT vs AU
+673.1%
-699.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.9% |
| 7D | -2.5% | -7.0% | +4.4% | -2.1% |
| 30D | +3.5% | +7.3% | -3.7% | +2.9% |
| 3M | +26.7% | +33.2% | -6.5% | +24.1% |
| 6M | +36.1% | -0.6% | +36.8% | +35.2% |
| YTD | +18.6% | +26.2% | -7.5% | +15.2% |
| 1Y | +7.9% | +68.3% | -60.4% | +1.7% |
| 3Y | +8.6% | +592.1% | -583.5% | -16.6% |
| 5Y | -26.7% | +685.3% | -711.9% | -45.8% |
| All | -26.7% | +673.1% | -699.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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