-39.5%
DT vs EXE
+74.7%
-114.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +2.7% | +3.6% | -0.8% | +1.9% |
| 30D | -30.4% | -4.3% | -26.0% | -29.7% |
| 3M | -9.4% | -7.7% | -1.7% | -7.9% |
| 6M | +14.5% | -7.2% | +21.8% | +16.1% |
| YTD | +3.6% | -18.5% | +22.1% | +7.6% |
| 1Y | -3.4% | -24.4% | +20.9% | +2.2% |
| 3Y | -11.1% | +21.6% | -32.7% | -18.5% |
| 5Y | -39.5% | +77.3% | -116.8% | -52.3% |
| All | -39.5% | +74.7% | -114.2% | -52.3% |
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