-26.7%
DT vs FIVE
+31.2%
-57.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -3.0% |
| 7D | -3.3% | +4.3% | -7.6% | -4.4% |
| 30D | +2.0% | +12.5% | -10.5% | -1.5% |
| 3M | +20.0% | +31.2% | -11.2% | +10.9% |
| 6M | +39.3% | +14.4% | +24.9% | +32.0% |
| YTD | +19.8% | +33.9% | -14.1% | +8.3% |
| 1Y | +4.3% | +65.1% | -60.8% | -11.8% |
| 3Y | +7.7% | +49.0% | -41.3% | -10.3% |
| All | -26.7% | +31.2% | -57.9% | -35.3% |
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