-43.0%
DT vs FIVE
+14.2%
-57.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -24.7% | -0.3% | -24.4% | -24.6% |
| 30D | -27.4% | +17.7% | -45.0% | -30.4% |
| 3M | -11.1% | +4.0% | -15.1% | -12.6% |
| 6M | +13.7% | +2.6% | +11.1% | +11.3% |
| YTD | +0.2% | +27.6% | -27.3% | -8.4% |
| 1Y | -5.7% | +59.9% | -65.6% | -19.4% |
| 3Y | -8.1% | +35.8% | -43.9% | -20.6% |
| All | -43.0% | +14.2% | -57.1% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling