+117.6%
DT vs EL
-38.2%
+155.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.7% |
| 7D | -3.3% | +0.8% | -4.1% | -3.6% |
| 30D | +2.0% | +19.8% | -17.8% | -5.1% |
| 3M | +20.0% | +25.7% | -5.7% | +9.4% |
| 6M | +39.3% | +5.4% | +33.8% | +33.5% |
| YTD | +19.8% | +0.2% | +19.5% | +15.1% |
| 1Y | +4.3% | +20.4% | -16.2% | -8.1% |
| 3Y | +7.7% | -32.1% | +39.8% | +14.3% |
| 5Y | -26.8% | -67.2% | +40.4% | +20.8% |
| All | +117.6% | -38.2% | +155.8% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling