-26.7%
DT vs D
+5.6%
-32.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.3% | +1.5% | -4.8% | -3.4% |
| 30D | +2.0% | -2.6% | +4.6% | +2.2% |
| 3M | +20.0% | 0.0% | +20.0% | +19.9% |
| 6M | +39.3% | +7.4% | +31.9% | +38.3% |
| YTD | +19.8% | +15.9% | +3.9% | +18.2% |
| 1Y | +4.3% | +18.1% | -13.8% | +2.7% |
| 3Y | +7.7% | +58.4% | -50.7% | +1.3% |
| All | -26.7% | +5.6% | -32.2% | -30.2% |
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