-8.1%
DT vs GEN
+79.4%
-87.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | +0.3% |
| 7D | -24.7% | +2.3% | -27.0% | -25.3% |
| 30D | -27.4% | +33.1% | -60.4% | -34.9% |
| 3M | -11.1% | +6.5% | -17.6% | -13.8% |
| 6M | +13.7% | +53.8% | -40.1% | -5.3% |
| YTD | +0.2% | +11.2% | -11.0% | -6.0% |
| 1Y | -5.7% | +19.4% | -25.1% | -13.7% |
| 3Y | -8.1% | +81.0% | -89.2% | -24.4% |
| All | -8.1% | +79.4% | -87.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling