+110.9%
DT vs ET
+180.5%
-69.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | +2.7% | +6.9% | -4.2% | +0.3% |
| 3M | +20.0% | +13.1% | +6.9% | +14.6% |
| 6M | +28.0% | +18.7% | +9.3% | +19.9% |
| YTD | +16.0% | +37.4% | -21.4% | +2.9% |
| 1Y | +0.7% | +34.8% | -34.1% | -10.2% |
| 3Y | +6.2% | +96.8% | -90.6% | -17.9% |
| 5Y | -28.1% | +238.2% | -266.4% | -54.3% |
| All | +110.9% | +180.5% | -69.6% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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