-26.7%
DT vs BG
+88.4%
-115.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -2.5% | +3.7% | -6.3% | -2.9% |
| 30D | +3.5% | +12.3% | -8.8% | +2.4% |
| 3M | +26.7% | -2.2% | +28.9% | +26.9% |
| 6M | +36.1% | +5.3% | +30.8% | +35.1% |
| YTD | +18.6% | +42.4% | -23.8% | +13.1% |
| 1Y | +7.9% | +55.2% | -47.3% | +1.4% |
| 3Y | +8.6% | +21.0% | -12.4% | +5.9% |
| 5Y | -26.7% | +87.1% | -113.8% | -37.9% |
| All | -26.7% | +88.4% | -115.0% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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