-28.1%
DT vs GEN
+22.3%
-50.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.0% |
| 7D | -4.9% | -0.7% | -4.2% | -4.6% |
| 30D | +2.7% | +2.6% | +0.1% | +1.7% |
| 3M | +20.0% | +15.8% | +4.2% | +13.0% |
| 6M | +28.0% | +33.1% | -5.1% | +13.5% |
| YTD | +16.0% | +11.3% | +4.7% | +9.9% |
| 1Y | +0.7% | +1.7% | -0.9% | -1.5% |
| 3Y | +6.2% | +58.1% | -52.0% | -12.8% |
| 5Y | -28.1% | +20.6% | -48.8% | -38.1% |
| All | -28.1% | +22.3% | -50.5% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling