+117.6%
DT vs FIVE
+114.7%
+2.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -3.1% |
| 7D | -3.3% | +4.3% | -7.6% | -4.6% |
| 30D | +2.0% | +12.5% | -10.5% | -2.0% |
| 3M | +20.0% | +31.2% | -11.2% | +9.7% |
| 6M | +39.3% | +14.4% | +24.9% | +31.0% |
| YTD | +19.8% | +33.9% | -14.1% | +7.0% |
| 1Y | +4.3% | +65.1% | -60.8% | -13.6% |
| 3Y | +7.7% | +49.0% | -41.3% | -14.4% |
| 5Y | -26.8% | +30.3% | -57.1% | -40.7% |
| All | +117.6% | +114.7% | +2.9% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling