+6.0%
DT vs BEN
+51.0%
-45.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.0% |
| 7D | -2.5% | +0.3% | -2.9% | -2.7% |
| 30D | +3.5% | +0.9% | +2.6% | +3.2% |
| 3M | +26.7% | +9.2% | +17.5% | +23.3% |
| 6M | +36.1% | +36.8% | -0.6% | +22.9% |
| YTD | +18.6% | +44.4% | -25.7% | +5.4% |
| 1Y | +7.9% | +45.8% | -37.9% | -4.7% |
| All | +6.0% | +51.0% | -45.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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