-10.9%
DT vs EL
+1.5%
-12.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.8% |
| 7D | -20.2% | +8.0% | -28.3% | -21.2% |
| 30D | -30.8% | +15.4% | -46.2% | -32.2% |
| 3M | -10.2% | +28.5% | -38.7% | -13.8% |
| 6M | +8.0% | +32.2% | -24.2% | +3.0% |
| YTD | +1.5% | +9.2% | -7.7% | -1.3% |
| 1Y | -6.9% | +30.8% | -37.7% | -12.3% |
| 3Y | -10.9% | +3.7% | -14.6% | -17.1% |
| All | -10.9% | +1.5% | -12.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling