-28.1%
DT vs BEN
+42.4%
-70.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -4.9% | +4.7% | -9.5% | -6.8% |
| 30D | +2.7% | +2.6% | +0.1% | +1.4% |
| 3M | +20.0% | +11.5% | +8.5% | +13.7% |
| 6M | +28.0% | +35.3% | -7.3% | +9.7% |
| YTD | +16.0% | +48.6% | -32.6% | -5.1% |
| 1Y | +0.7% | +46.7% | -46.0% | -17.5% |
| 3Y | +6.2% | +57.0% | -50.8% | -19.7% |
| 5Y | -28.1% | +41.8% | -70.0% | -43.8% |
| All | -28.1% | +42.4% | -70.5% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling