-28.1%
DT vs EXE
+106.6%
-134.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -4.9% | -1.8% | -3.1% | -4.5% |
| 30D | +2.7% | +6.4% | -3.7% | +1.3% |
| 3M | +20.0% | +9.2% | +10.7% | +17.3% |
| 6M | +28.0% | -7.0% | +35.0% | +29.6% |
| YTD | +16.0% | -9.5% | +25.5% | +17.7% |
| 1Y | +0.7% | +6.2% | -5.5% | -2.3% |
| 3Y | +6.2% | +20.7% | -14.6% | -1.1% |
| 5Y | -28.1% | +103.6% | -131.8% | -38.6% |
| All | -28.1% | +106.6% | -134.8% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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