+117.6%
DT vs ED
+64.0%
+53.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | +2.0% | -0.1% | +2.2% | +2.0% |
| 3M | +20.0% | +3.9% | +16.1% | +19.6% |
| 6M | +39.3% | -3.0% | +42.3% | +39.5% |
| YTD | +19.8% | +10.7% | +9.1% | +18.4% |
| 1Y | +4.3% | +13.3% | -9.1% | +2.8% |
| 3Y | +7.7% | +34.5% | -26.8% | +2.2% |
| 5Y | -26.8% | +67.1% | -94.0% | -33.5% |
| All | +117.6% | +64.0% | +53.6% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 all: compounded portfolio wealth divided by compounded ED 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…
all analysis · Full analysis span regression · 6 months rolling