-28.1%
DT vs EL
-67.4%
+39.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.5% |
| 7D | -4.9% | +1.7% | -6.6% | -5.3% |
| 30D | +2.7% | +15.5% | -12.8% | -1.8% |
| 3M | +20.0% | +20.6% | -0.6% | +13.2% |
| 6M | +28.0% | +10.5% | +17.6% | +22.5% |
| YTD | +16.0% | -1.9% | +17.9% | +13.5% |
| 1Y | +0.7% | +16.1% | -15.4% | -7.3% |
| 3Y | +6.2% | -30.2% | +36.4% | +11.5% |
| 5Y | -28.1% | -67.4% | +39.2% | +19.1% |
| All | -28.1% | -67.4% | +39.3% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling