-42.2%
DT vs EL
-65.0%
+22.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.5% |
| 7D | -20.2% | +8.0% | -28.3% | -21.9% |
| 30D | -30.8% | +15.4% | -46.2% | -33.5% |
| 3M | -10.2% | +28.5% | -38.7% | -16.7% |
| 6M | +8.0% | +32.2% | -24.2% | -1.2% |
| YTD | +1.5% | +9.2% | -7.7% | -3.8% |
| 1Y | -6.9% | +30.8% | -37.7% | -16.8% |
| 3Y | -10.9% | +3.7% | -14.6% | -21.2% |
| 5Y | -42.2% | -64.8% | +22.6% | -6.9% |
| All | -42.2% | -65.0% | +22.8% | -6.9% |
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