-7.0%
DT vs FIVE
+54.5%
-61.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -24.7% | -0.3% | -24.4% | -24.6% |
| 30D | -27.4% | +17.7% | -45.0% | -27.2% |
| 3M | -11.1% | +4.0% | -15.1% | -11.4% |
| 6M | +13.7% | +2.6% | +11.1% | +13.3% |
| YTD | +0.2% | +27.6% | -27.3% | -1.9% |
| All | -7.0% | +54.5% | -61.5% | -8.0% |
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