-5.9%
DT vs FIVE
+63.1%
-69.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | +1.0% |
| 7D | -20.2% | +6.2% | -26.4% | -20.3% |
| 30D | -30.8% | +18.2% | -48.9% | -30.7% |
| 3M | -10.2% | +3.8% | -14.1% | -10.5% |
| 6M | +8.0% | +13.7% | -5.7% | +7.4% |
| YTD | +1.5% | +34.7% | -33.3% | -0.9% |
| All | -5.9% | +63.1% | -69.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling