-39.5%
DT vs FIVE
+18.5%
-58.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | +2.7% | +2.4% | +0.3% | +2.1% |
| 30D | -30.4% | +15.8% | -46.2% | -33.0% |
| 3M | -9.4% | +3.8% | -13.2% | -10.8% |
| 6M | +14.5% | +18.5% | -4.0% | +8.0% |
| YTD | +3.6% | +31.2% | -27.6% | -6.1% |
| 1Y | -3.4% | +61.8% | -65.3% | -17.7% |
| 3Y | -11.1% | +39.9% | -51.0% | -23.8% |
| 5Y | -39.5% | +18.3% | -57.8% | -42.7% |
| All | -39.5% | +18.5% | -58.0% | -42.7% |
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