-39.5%
DT vs D
+12.4%
-51.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +2.7% | -3.1% | +5.8% | +2.9% |
| 30D | -30.4% | +8.4% | -38.7% | -30.6% |
| 3M | -9.4% | +0.2% | -9.6% | -9.4% |
| 6M | +14.5% | +9.5% | +5.0% | +13.8% |
| YTD | +3.6% | +18.8% | -15.2% | +2.2% |
| 1Y | -3.4% | +14.7% | -18.1% | -4.4% |
| 3Y | -11.1% | +72.9% | -84.1% | -16.8% |
| 5Y | -39.5% | +13.1% | -52.6% | -42.9% |
| All | -39.5% | +12.4% | -51.8% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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